+21.9%
ABNB vs SW
+18.5%
+3.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.1% | +1.6% | +4.8% |
| 7D | +6.2% | +12.1% | -5.8% | +3.8% |
| 30D | +7.5% | +6.6% | +0.9% | +6.1% |
| 3M | +17.6% | -6.0% | +23.7% | +19.0% |
| 6M | +27.0% | +21.5% | +5.5% | +21.7% |
| YTD | +30.0% | +20.3% | +9.6% | +24.1% |
| 1Y | +44.2% | +28.1% | +16.0% | +35.9% |
| 3Y | +43.8% | +51.6% | -7.8% | +29.8% |
| 5Y | -1.2% | -0.1% | -1.0% | -9.6% |
| All | +21.9% | +18.5% | +3.4% | +7.2% |
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