+330.1%
ALNY vs SW
+182.7%
+147.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.4% |
| 7D | -5.5% | +2.3% | -7.8% | -5.6% |
| 30D | -30.5% | +6.8% | -37.3% | -30.8% |
| 3M | -27.8% | -5.2% | -22.7% | -27.7% |
| 6M | -48.5% | +7.4% | -56.0% | -48.7% |
| YTD | -60.8% | +17.4% | -78.2% | -61.1% |
| 1Y | -64.6% | +27.1% | -91.7% | -65.0% |
| 3Y | -6.7% | +47.9% | -54.6% | -8.6% |
| 5Y | -16.7% | -2.6% | -14.2% | -17.6% |
| All | +330.1% | +182.7% | +147.4% | +324.2% |
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