-48.8%
AA vs SW
+743.1%
-791.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.3% | +2.3% |
| 7D | +0.9% | +12.1% | -11.1% | -0.4% |
| 30D | -6.4% | +6.6% | -13.0% | -7.2% |
| 3M | -13.0% | -6.0% | -6.9% | -12.4% |
| 6M | -34.6% | +21.5% | -56.1% | -36.3% |
| YTD | -23.0% | +20.3% | -43.4% | -25.2% |
| 1Y | +16.0% | +28.1% | -12.2% | +11.9% |
| 3Y | +58.0% | +51.6% | +6.4% | +51.1% |
| 5Y | -7.9% | -0.1% | -7.7% | -10.9% |
| 10Y | +69.9% | +189.7% | -119.8% | +53.6% |
| All | -48.8% | +743.1% | -791.8% | -53.5% |
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 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