+119.1%
ALL vs SW
+42.5%
+76.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.7% |
| 7D | +7.5% | +12.1% | -4.5% | +7.0% |
| 30D | +19.7% | +6.6% | +13.2% | +19.4% |
| 3M | +2.9% | -6.0% | +8.9% | +3.1% |
| 6M | +23.5% | +21.5% | +2.1% | +21.8% |
| YTD | +31.1% | +20.3% | +10.8% | +29.1% |
| 1Y | +40.5% | +28.1% | +12.3% | +37.6% |
| All | +119.1% | +42.5% | +76.6% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling