+232.9%
ABT vs SW
+182.7%
+50.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.2% |
| 7D | +3.5% | +2.3% | +1.2% | +3.4% |
| 30D | +12.0% | +6.8% | +5.2% | +11.5% |
| 3M | +2.5% | -5.2% | +7.6% | +2.8% |
| 6M | +29.1% | +7.4% | +21.7% | +28.2% |
| YTD | -10.1% | +17.4% | -27.5% | -11.5% |
| 1Y | -9.8% | +27.1% | -36.9% | -11.7% |
| 3Y | +23.3% | +47.9% | -24.6% | +18.0% |
| 5Y | -2.4% | -2.6% | +0.2% | -5.4% |
| All | +232.9% | +182.7% | +50.2% | +180.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling