+15.1%
AGG vs SW
+182.7%
-167.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | -0.1% |
| 7D | +0.2% | +2.3% | -2.1% | +0.2% |
| 30D | +2.4% | +6.8% | -4.4% | +2.3% |
| 3M | -0.6% | -5.2% | +4.6% | -0.5% |
| 6M | -1.3% | +7.4% | -8.7% | -1.4% |
| YTD | -0.7% | +17.4% | -18.1% | -0.9% |
| 1Y | -0.4% | +27.1% | -27.5% | -0.7% |
| 3Y | +14.8% | +47.9% | -33.0% | +14.3% |
| 5Y | -1.7% | -2.6% | +0.9% | -2.0% |
| All | +15.1% | +182.7% | -167.6% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling