+345.6%
F vs SW
+755.0%
-409.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +5.3% | -5.1% | +10.4% | +5.9% |
| 30D | +4.6% | -4.6% | +9.2% | +5.1% |
| 3M | -3.7% | +9.4% | -13.0% | -4.7% |
| 6M | +16.8% | +3.5% | +13.3% | +16.1% |
| YTD | +15.3% | +22.0% | -6.7% | +12.7% |
| 1Y | +31.0% | +2.2% | +28.8% | +29.9% |
| 3Y | +45.4% | +19.6% | +25.8% | +41.1% |
| 5Y | +54.7% | -2.3% | +57.0% | +49.6% |
| 10Y | +98.2% | +181.4% | -83.1% | +74.7% |
| All | +345.6% | +755.0% | -409.4% | +253.9% |
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