-1.4%
AGG vs SW
-2.3%
+1.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.4% | +1.8% | -1.4% | +0.4% |
| 30D | +2.1% | +7.0% | -4.9% | +2.0% |
| 3M | -0.3% | -7.6% | +7.3% | -0.3% |
| 6M | -0.9% | +8.5% | -9.5% | -1.1% |
| YTD | -0.3% | +17.7% | -18.0% | -0.6% |
| 1Y | 0.0% | +27.1% | -27.1% | -0.3% |
| 3Y | +15.3% | +48.2% | -32.9% | +14.6% |
| 5Y | -1.4% | -2.3% | +1.0% | -2.3% |
| All | -1.4% | -2.3% | +1.0% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling