+584.8%
ABT vs SW
+743.1%
-158.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.1% | +1.5% | +5.4% |
| 7D | +12.5% | +12.1% | +0.5% | +12.1% |
| 30D | +16.1% | +6.6% | +9.5% | +15.8% |
| 3M | +10.2% | -6.0% | +16.2% | +10.4% |
| 6M | +33.7% | +21.5% | +12.2% | +32.6% |
| YTD | -5.5% | +20.3% | -25.8% | -6.3% |
| 1Y | -5.9% | +28.1% | -34.0% | -6.9% |
| 3Y | +28.4% | +51.6% | -23.2% | +25.7% |
| 5Y | -1.2% | -0.1% | -1.0% | -2.8% |
| 10Y | +256.6% | +189.7% | +66.9% | +241.2% |
| All | +584.8% | +743.1% | -158.3% | +574.4% |
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