-37.1%
AA vs SW
+755.0%
-792.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.3% |
| 7D | -0.7% | -5.1% | +4.4% | -0.1% |
| 30D | +5.0% | -4.6% | +9.6% | +5.5% |
| 3M | -35.8% | +9.4% | -45.2% | -36.6% |
| 6M | -18.4% | +3.5% | -21.9% | -19.1% |
| YTD | -5.5% | +22.0% | -27.5% | -8.3% |
| 1Y | +61.0% | +2.2% | +58.8% | +59.2% |
| 3Y | +66.2% | +19.6% | +46.6% | +61.7% |
| 5Y | +11.4% | -2.3% | +13.7% | +7.7% |
| 10Y | +116.9% | +181.4% | -64.5% | +96.0% |
| All | -37.1% | +755.0% | -792.1% | -42.9% |
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