+133.0%
AAPL vs SW
-2.6%
+135.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.7% | +2.3% | -3.0% | -1.0% |
| 30D | +1.7% | +6.8% | -5.1% | +0.8% |
| 3M | +9.7% | -5.2% | +14.9% | +10.3% |
| 6M | +19.3% | +7.4% | +11.9% | +17.7% |
| YTD | +26.3% | +17.4% | +8.9% | +22.5% |
| 1Y | +27.4% | +27.1% | +0.3% | +22.2% |
| 3Y | +93.6% | +47.9% | +45.7% | +81.7% |
| All | +133.0% | -2.6% | +135.6% | +120.1% |
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