+65.9%
AGG vs SW
+730.4%
-664.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.3% |
| 7D | +0.5% | +4.7% | -4.2% | +0.5% |
| 30D | +2.4% | +5.0% | -2.6% | +2.4% |
| 3M | -0.8% | -7.3% | +6.6% | -0.7% |
| 6M | -0.8% | +15.0% | -15.8% | -0.9% |
| YTD | -0.6% | +18.5% | -19.2% | -0.7% |
| 1Y | 0.0% | +27.1% | -27.1% | -0.1% |
| 3Y | +14.4% | +49.3% | -35.0% | +14.1% |
| 5Y | -1.6% | -1.6% | +0.1% | -1.8% |
| 10Y | +15.1% | +185.4% | -170.3% | +14.7% |
| All | +65.9% | +730.4% | -664.4% | +66.8% |
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