+16.8%
AGG vs SW
+179.5%
-162.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -1.4% | -3.0% | +1.5% | -1.4% |
| 30D | +0.9% | +4.2% | -3.3% | +0.9% |
| 3M | -1.2% | -11.5% | +10.3% | -1.1% |
| 6M | -1.4% | +8.6% | -10.0% | -1.5% |
| YTD | -1.4% | +15.0% | -16.4% | -1.5% |
| 1Y | -1.3% | +25.7% | -26.9% | -1.5% |
| 3Y | +13.8% | +44.8% | -31.0% | +13.3% |
| 5Y | -1.6% | -1.7% | +0.2% | -1.9% |
| All | +16.8% | +179.5% | -162.8% | +16.2% |
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