+221.9%
C vs SW
+185.4%
+36.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.5% | -3.5% | -4.8% |
| 7D | -5.3% | +4.7% | -10.0% | -5.9% |
| 30D | -7.3% | +5.0% | -12.3% | -8.0% |
| 3M | -13.5% | -7.3% | -6.1% | -12.7% |
| 6M | -6.5% | +15.0% | -21.5% | -8.7% |
| YTD | +3.6% | +18.5% | -14.9% | +0.3% |
| 1Y | +18.9% | +27.1% | -8.2% | +14.0% |
| 3Y | +205.0% | +49.3% | +155.7% | +186.6% |
| 5Y | +109.4% | -1.6% | +111.0% | +100.3% |
| All | +221.9% | +185.4% | +36.5% | +169.8% |
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