-4.9%
C vs SW
+755.0%
-759.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +3.6% | -5.1% | +8.7% | +4.1% |
| 30D | +0.1% | -4.6% | +4.6% | +0.4% |
| 3M | +2.4% | +9.4% | -7.0% | +1.5% |
| 6M | +24.9% | +3.5% | +21.4% | +24.2% |
| YTD | +19.8% | +22.0% | -2.2% | +17.3% |
| 1Y | +44.9% | +2.2% | +42.7% | +43.7% |
| 3Y | +263.0% | +19.6% | +243.4% | +254.2% |
| 5Y | +129.5% | -2.3% | +131.9% | +123.2% |
| 10Y | +291.6% | +181.4% | +110.2% | +254.7% |
| All | -4.9% | +755.0% | -759.9% | -13.9% |
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