+250.6%
C vs SW
+189.7%
+60.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.1% |
| 7D | +1.1% | +12.1% | -11.0% | -0.6% |
| 30D | -2.4% | +6.6% | -9.0% | -3.4% |
| 3M | -8.4% | -6.0% | -2.3% | -7.7% |
| 6M | +0.3% | +21.5% | -21.1% | -2.8% |
| YTD | +9.1% | +20.3% | -11.2% | +5.4% |
| 1Y | +26.0% | +28.1% | -2.1% | +20.7% |
| 3Y | +221.2% | +51.6% | +169.6% | +201.2% |
| 5Y | +120.4% | -0.1% | +120.6% | +110.4% |
| 10Y | +250.6% | +189.7% | +60.9% | +187.2% |
| All | +250.6% | +189.7% | +60.9% | +187.2% |
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