+628.5%
FITB vs SW
+755.0%
-126.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.3% |
| 7D | +0.6% | -5.1% | +5.7% | +1.2% |
| 30D | -4.7% | -4.6% | -0.2% | -4.3% |
| 3M | +6.7% | +9.4% | -2.7% | +5.4% |
| 6M | +12.6% | +3.5% | +9.0% | +11.7% |
| YTD | +19.1% | +22.0% | -2.9% | +16.0% |
| 1Y | +22.6% | +2.2% | +20.4% | +21.4% |
| 3Y | +127.1% | +19.6% | +107.5% | +119.4% |
| 5Y | +71.8% | -2.3% | +74.1% | +65.2% |
| 10Y | +287.2% | +181.4% | +105.8% | +231.3% |
| All | +628.5% | +755.0% | -126.5% | +524.3% |
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