+2,364.4%
ASX vs SW
+743.1%
+1,621.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.1% | -8.0% | -4.3% |
| 7D | -14.6% | +12.1% | -26.6% | -15.4% |
| 30D | -21.1% | +6.6% | -27.6% | -21.6% |
| 3M | -3.1% | -6.0% | +2.9% | -2.7% |
| 6M | +17.4% | +21.5% | -4.1% | +15.3% |
| YTD | +135.3% | +20.3% | +115.0% | +131.1% |
| 1Y | +146.5% | +28.1% | +118.4% | +140.9% |
| 3Y | +403.1% | +51.6% | +351.5% | +386.8% |
| 5Y | +551.7% | -0.1% | +551.9% | +535.5% |
| 10Y | +923.7% | +189.7% | +733.9% | +852.4% |
| All | +2,364.4% | +743.1% | +1,621.3% | +2,243.7% |
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