+2,103.0%
COST vs SW
+730.4%
+1,372.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.9% |
| 7D | +7.1% | +4.7% | +2.5% | +7.0% |
| 30D | +14.1% | +5.0% | +9.1% | +13.9% |
| 3M | +13.3% | -7.3% | +20.6% | +13.5% |
| 6M | +5.2% | +15.0% | -9.8% | +4.6% |
| YTD | +24.3% | +18.5% | +5.8% | +23.4% |
| 1Y | +14.6% | +27.1% | -12.5% | +13.5% |
| 3Y | +97.6% | +49.3% | +48.3% | +94.1% |
| 5Y | +119.1% | -1.6% | +120.7% | +115.7% |
| 10Y | +785.4% | +185.4% | +600.0% | +747.8% |
| All | +2,103.0% | +730.4% | +1,372.6% | +1,954.6% |
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