+188.2%
B vs SW
+147.8%
+40.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -1.6% | -5.1% | +3.5% | -1.1% |
| 30D | +9.4% | -4.6% | +14.0% | +9.9% |
| 3M | +5.0% | +9.4% | -4.4% | +4.0% |
| 6M | -3.5% | +3.5% | -7.1% | -4.2% |
| YTD | +4.5% | +22.0% | -17.6% | +2.5% |
| 1Y | +67.8% | +2.2% | +65.6% | +66.4% |
| 3Y | +196.7% | +19.6% | +177.1% | +188.4% |
| 5Y | +151.9% | -2.3% | +154.3% | +143.3% |
| All | +188.2% | +147.8% | +40.4% | +117.6% |
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 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