+109.4%
AAPL vs SW
-2.3%
+111.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | +0.1% | -5.1% | +5.2% | +0.8% |
| 30D | +3.0% | -4.6% | +7.6% | +3.5% |
| 3M | +2.9% | +9.4% | -6.5% | +1.4% |
| 6M | +22.1% | +3.5% | +18.6% | +20.8% |
| YTD | +18.0% | +22.0% | -4.0% | +14.0% |
| 1Y | +33.9% | +2.2% | +31.7% | +32.1% |
| 3Y | +71.2% | +19.6% | +51.6% | +63.9% |
| All | +109.4% | -2.3% | +111.7% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling