+61.6%
AA vs SW
+185.4%
-123.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -5.0% |
| 7D | -3.7% | +4.7% | -8.3% | -4.7% |
| 30D | -10.8% | +5.0% | -15.8% | -11.8% |
| 3M | -19.1% | -7.3% | -11.7% | -17.8% |
| 6M | -38.7% | +15.0% | -53.7% | -41.0% |
| YTD | -27.1% | +18.5% | -45.7% | -31.2% |
| 1Y | +8.3% | +27.1% | -18.8% | +0.7% |
| 3Y | +49.6% | +49.3% | +0.2% | +35.8% |
| 5Y | -15.5% | -1.6% | -13.9% | -21.2% |
| All | +61.6% | +185.4% | -123.8% | +17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling