+244.0%
ABT vs SW
+185.4%
+58.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.5% |
| 7D | +8.6% | +4.7% | +4.0% | +8.3% |
| 30D | +16.4% | +5.0% | +11.4% | +16.0% |
| 3M | +8.1% | -7.3% | +15.5% | +8.7% |
| 6M | +32.1% | +15.0% | +17.1% | +30.5% |
| YTD | -7.1% | +18.5% | -25.6% | -8.6% |
| 1Y | -6.5% | +27.1% | -33.6% | -8.5% |
| 3Y | +26.2% | +49.3% | -23.1% | +20.7% |
| 5Y | +0.9% | -1.6% | +2.5% | -2.3% |
| All | +244.0% | +185.4% | +58.6% | +190.0% |
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