+587.8%
INTC vs SW
+755.0%
-167.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +4.4% |
| 7D | +7.1% | -5.1% | +12.2% | +7.4% |
| 30D | -5.2% | -4.6% | -0.6% | -4.9% |
| 3M | -14.3% | +9.4% | -23.7% | -14.9% |
| 6M | +110.2% | +3.5% | +106.7% | +109.3% |
| YTD | +159.6% | +22.0% | +137.6% | +155.7% |
| 1Y | +289.3% | +2.2% | +287.1% | +286.9% |
| 3Y | +166.1% | +19.6% | +146.5% | +162.1% |
| 5Y | +94.4% | -2.3% | +96.7% | +91.3% |
| 10Y | +227.7% | +181.4% | +46.3% | +214.6% |
| All | +587.8% | +755.0% | -167.2% | +577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling