+366.5%
ALL vs SW
+147.8%
+218.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | 0.0% | -5.1% | +5.1% | +0.3% |
| 30D | -1.5% | -4.6% | +3.1% | -1.3% |
| 3M | +23.6% | +9.4% | +14.2% | +22.7% |
| 6M | +22.3% | +3.5% | +18.8% | +21.7% |
| YTD | +26.5% | +22.0% | +4.5% | +24.3% |
| 1Y | +27.0% | +2.2% | +24.8% | +26.1% |
| 3Y | +149.6% | +19.6% | +130.0% | +142.8% |
| 5Y | +118.1% | -2.3% | +120.4% | +111.3% |
| All | +366.5% | +147.8% | +218.7% | +306.9% |
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