-9.8%
ABT vs SW
+26.7%
-36.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | +3.5% | +2.3% | +1.2% | +3.2% |
| 30D | +12.0% | +6.8% | +5.2% | +11.1% |
| 3M | +2.5% | -5.2% | +7.6% | +3.0% |
| 6M | +29.1% | +7.4% | +21.7% | +27.9% |
| YTD | -10.1% | +17.4% | -27.5% | -12.3% |
| 1Y | -9.8% | +27.1% | -36.9% | -13.6% |
| All | -9.8% | +26.7% | -36.5% | -13.6% |
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