+712.3%
ALL vs SW
+755.0%
-42.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | 0.0% | -5.1% | +5.1% | +0.2% |
| 30D | -1.5% | -4.6% | +3.1% | -1.3% |
| 3M | +23.6% | +9.4% | +14.2% | +23.0% |
| 6M | +22.3% | +3.5% | +18.8% | +21.9% |
| YTD | +26.5% | +22.0% | +4.5% | +25.0% |
| 1Y | +27.0% | +2.2% | +24.8% | +26.4% |
| 3Y | +149.6% | +19.6% | +130.0% | +145.2% |
| 5Y | +118.1% | -2.3% | +120.4% | +113.6% |
| 10Y | +369.0% | +181.4% | +187.6% | +337.1% |
| All | +712.3% | +755.0% | -42.7% | +650.7% |
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 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