+66.6%
AGG vs SW
+755.0%
-688.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -0.2% | -5.1% | +4.9% | -0.1% |
| 30D | -0.4% | -4.6% | +4.2% | -0.4% |
| 3M | -0.7% | +9.4% | -10.1% | -0.7% |
| 6M | -1.5% | +3.5% | -5.0% | -1.6% |
| YTD | -0.3% | +22.0% | -22.3% | -0.4% |
| 1Y | +1.3% | +2.2% | -0.9% | +1.3% |
| 3Y | +13.2% | +19.6% | -6.4% | +13.0% |
| 5Y | -1.4% | -2.3% | +0.9% | -1.6% |
| 10Y | +14.9% | +181.4% | -166.5% | +14.4% |
| All | +66.6% | +755.0% | -688.4% | +67.4% |
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