+51.3%
B vs SW
+725.7%
-674.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +2.0% | -1.3% |
| 7D | +2.3% | -2.6% | +4.9% | +2.5% |
| 30D | +1.4% | -7.5% | +8.8% | +1.7% |
| 3M | +12.2% | +10.3% | +1.9% | +11.6% |
| 6M | -2.1% | +5.4% | -7.5% | -2.5% |
| YTD | +2.9% | +17.9% | -14.9% | +2.1% |
| 1Y | +55.3% | -2.4% | +57.7% | +55.0% |
| 3Y | +198.7% | +28.7% | +170.0% | +194.0% |
| 5Y | +153.8% | -5.7% | +159.5% | +149.6% |
| 10Y | +193.4% | +139.3% | +54.1% | +178.3% |
| All | +51.3% | +725.7% | -674.4% | +41.0% |
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