+210.2%
ABT vs SW
+147.8%
+62.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -3.7% | -5.1% | +1.4% | -3.3% |
| 30D | +2.5% | -4.6% | +7.1% | +2.8% |
| 3M | +20.2% | +9.4% | +10.8% | +19.2% |
| 6M | -2.9% | +3.5% | -6.4% | -3.5% |
| YTD | -11.9% | +22.0% | -34.0% | -13.5% |
| 1Y | -16.5% | +2.2% | -18.8% | -17.2% |
| 3Y | +12.1% | +19.6% | -7.5% | +8.8% |
| 5Y | -7.4% | -2.3% | -5.1% | -10.3% |
| All | +210.2% | +147.8% | +62.4% | +167.1% |
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 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