+222.8%
C vs SW
+42.5%
+180.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.7% |
| 7D | +1.1% | +12.1% | -11.0% | -1.7% |
| 30D | -2.4% | +6.6% | -9.0% | -4.0% |
| 3M | -8.4% | -6.0% | -2.3% | -7.2% |
| 6M | +0.3% | +21.5% | -21.1% | -5.5% |
| YTD | +9.1% | +20.3% | -11.2% | +2.0% |
| 1Y | +26.0% | +28.1% | -2.1% | +15.7% |
| All | +222.8% | +42.5% | +180.3% | +197.3% |
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