+25.7%
ABNB vs SW
+20.1%
+5.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.0% |
| 7D | -4.0% | -5.1% | +1.1% | -2.9% |
| 30D | +19.3% | -4.6% | +23.9% | +20.5% |
| 3M | +36.1% | +9.4% | +26.7% | +33.3% |
| 6M | +34.2% | +3.5% | +30.7% | +32.5% |
| YTD | +34.1% | +22.0% | +12.0% | +27.8% |
| 1Y | +45.1% | +2.2% | +42.9% | +42.5% |
| 3Y | +37.1% | +19.6% | +17.5% | +28.2% |
| 5Y | +15.2% | -2.3% | +17.5% | +5.1% |
| All | +25.7% | +20.1% | +5.6% | +10.4% |
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