+112.9%
AA vs SW
+147.8%
-34.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.4% |
| 7D | -0.7% | -5.1% | +4.4% | +0.4% |
| 30D | +5.0% | -4.6% | +9.6% | +6.1% |
| 3M | -35.8% | +9.4% | -45.2% | -37.4% |
| 6M | -18.4% | +3.5% | -21.9% | -19.8% |
| YTD | -5.5% | +22.0% | -27.5% | -11.1% |
| 1Y | +61.0% | +2.2% | +58.8% | +57.4% |
| 3Y | +66.2% | +19.6% | +46.6% | +56.5% |
| 5Y | +11.4% | -2.3% | +13.7% | +3.8% |
| All | +112.9% | +147.8% | -34.9% | +56.7% |
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