+200.4%
B vs SW
+19.6%
+180.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -1.6% | -5.1% | +3.5% | -0.7% |
| 30D | +9.4% | -4.6% | +14.0% | +10.3% |
| 3M | +5.0% | +9.4% | -4.4% | +3.1% |
| 6M | -3.5% | +3.5% | -7.1% | -5.0% |
| YTD | +4.5% | +22.0% | -17.6% | +1.0% |
| 1Y | +67.8% | +2.2% | +65.6% | +64.8% |
| All | +200.4% | +19.6% | +180.8% | +182.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling