+169.3%
B vs SW
+189.7%
-20.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.1% | +4.2% | +8.0% |
| 7D | +1.1% | +12.1% | -10.9% | +0.1% |
| 30D | +0.3% | +6.6% | -6.2% | -0.2% |
| 3M | +5.4% | -6.0% | +11.4% | +5.9% |
| 6M | +5.5% | +21.5% | -16.0% | +3.8% |
| YTD | -6.3% | +20.3% | -26.7% | -7.8% |
| 1Y | +29.4% | +28.1% | +1.2% | +26.8% |
| 3Y | +160.3% | +51.6% | +108.7% | +151.3% |
| 5Y | +144.6% | -0.1% | +144.7% | +136.9% |
| 10Y | +169.3% | +189.7% | -20.4% | +112.2% |
| All | +169.3% | +189.7% | -20.4% | +112.2% |
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