+37.7%
B vs SW
+743.1%
-705.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.1% | +4.2% | +8.1% |
| 7D | +1.1% | +12.1% | -10.9% | +0.5% |
| 30D | +0.3% | +6.6% | -6.2% | 0.0% |
| 3M | +5.4% | -6.0% | +11.4% | +5.7% |
| 6M | +5.5% | +21.5% | -16.0% | +4.5% |
| YTD | -6.3% | +20.3% | -26.7% | -7.2% |
| 1Y | +29.4% | +28.1% | +1.2% | +27.8% |
| 3Y | +160.3% | +51.6% | +108.7% | +154.8% |
| 5Y | +144.6% | -0.1% | +144.7% | +140.1% |
| 10Y | +169.3% | +189.7% | -20.4% | +154.3% |
| All | +37.7% | +743.1% | -705.4% | +28.2% |
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 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