+286.2%
F vs SW
+743.1%
-456.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.5% |
| 7D | +6.0% | +12.1% | -6.0% | +4.8% |
| 30D | +4.3% | +6.6% | -2.3% | +3.6% |
| 3M | -10.1% | -6.0% | -4.0% | -9.5% |
| 6M | +12.8% | +21.5% | -8.7% | +10.4% |
| YTD | -0.1% | +20.3% | -20.4% | -2.2% |
| 1Y | +3.7% | +28.1% | -24.5% | +0.9% |
| 3Y | +42.7% | +51.6% | -8.9% | +36.2% |
| 5Y | -11.0% | -0.1% | -10.9% | -14.0% |
| 10Y | +87.0% | +189.7% | -102.7% | +64.9% |
| All | +286.2% | +743.1% | -456.9% | +207.1% |
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