+156.2%
ALL vs SW
-1.6%
+157.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | +4.2% | +4.7% | -0.4% | +4.0% |
| 30D | +18.9% | +5.0% | +13.9% | +18.6% |
| 3M | +1.2% | -7.3% | +8.6% | +1.5% |
| 6M | +23.2% | +15.0% | +8.2% | +22.0% |
| YTD | +30.0% | +18.5% | +11.5% | +28.3% |
| 1Y | +39.6% | +27.1% | +12.5% | +37.2% |
| 3Y | +115.2% | +49.3% | +65.9% | +108.9% |
| 5Y | +156.2% | -1.6% | +157.9% | +139.7% |
| All | +156.2% | -1.6% | +157.9% | +139.7% |
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