+316.8%
APP vs SW
+8.4%
+308.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.1% | +6.6% | +9.8% |
| 7D | +4.5% | +12.1% | -7.5% | +2.0% |
| 30D | -3.6% | +6.6% | -10.2% | -5.0% |
| 3M | -35.3% | -6.0% | -29.2% | -34.4% |
| 6M | -42.8% | +21.5% | -64.3% | -45.3% |
| YTD | -59.7% | +20.3% | -80.0% | -61.9% |
| 1Y | -55.4% | +28.1% | -83.5% | -58.5% |
| 3Y | +592.0% | +51.6% | +540.4% | +527.9% |
| 5Y | +175.7% | -0.1% | +175.9% | +155.9% |
| All | +316.8% | +8.4% | +308.4% | +285.6% |
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