-6.5%
ABT vs SW
+25.8%
-32.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.4% |
| 7D | +8.6% | +4.7% | +4.0% | +8.0% |
| 30D | +16.4% | +5.0% | +11.4% | +15.6% |
| 3M | +8.1% | -7.3% | +15.5% | +9.0% |
| 6M | +32.1% | +15.0% | +17.1% | +29.8% |
| YTD | -7.1% | +18.5% | -25.6% | -9.4% |
| 1Y | -6.5% | +27.1% | -33.6% | -10.3% |
| All | -6.5% | +25.8% | -32.3% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling