+81.1%
F vs SW
+185.4%
-104.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | +1.4% | +4.7% | -3.3% | +0.6% |
| 30D | +2.0% | +5.0% | -3.0% | +1.2% |
| 3M | -10.4% | -7.3% | -3.0% | -9.3% |
| 6M | +9.7% | +15.0% | -5.3% | +7.0% |
| YTD | -1.2% | +18.5% | -19.7% | -4.3% |
| 1Y | 0.0% | +27.1% | -27.1% | -4.1% |
| 3Y | +41.1% | +49.3% | -8.2% | +31.4% |
| 5Y | -11.4% | -1.6% | -9.8% | -15.9% |
| All | +81.1% | +185.4% | -104.3% | +50.2% |
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