+538.3%
ABT vs SW
+755.0%
-216.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -3.7% | -5.1% | +1.4% | -3.5% |
| 30D | +2.5% | -4.6% | +7.1% | +2.6% |
| 3M | +20.2% | +9.4% | +10.8% | +19.7% |
| 6M | -2.9% | +3.5% | -6.4% | -3.2% |
| YTD | -11.9% | +22.0% | -34.0% | -12.7% |
| 1Y | -16.5% | +2.2% | -18.8% | -16.9% |
| 3Y | +12.1% | +19.6% | -7.5% | +10.6% |
| 5Y | -7.4% | -2.3% | -5.1% | -8.9% |
| 10Y | +210.7% | +181.4% | +29.3% | +197.2% |
| All | +538.3% | +755.0% | -216.7% | +528.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling