+27.4%
ABT vs SW
+40.4%
-13.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +30.6% |
| YTD | -7.1% | +18.5% | -25.6% | -8.3% |
| 1Y | -6.5% | +27.1% | -33.6% | -8.2% |
| All | +27.4% | +40.4% | -13.0% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling