+93.9%
INTC vs SW
-2.3%
+96.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +4.3% |
| 7D | +7.1% | -5.1% | +12.2% | +7.9% |
| 30D | -5.2% | -4.6% | -0.6% | -4.6% |
| 3M | -14.3% | +9.4% | -23.7% | -15.8% |
| 6M | +110.2% | +3.5% | +106.7% | +107.5% |
| YTD | +159.6% | +22.0% | +137.6% | +149.6% |
| 1Y | +289.3% | +2.2% | +287.1% | +282.9% |
| 3Y | +166.1% | +19.6% | +146.5% | +157.4% |
| All | +93.9% | -2.3% | +96.2% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling