+14,338.9%
FIX vs SW
+755.0%
+13,583.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +6.0% | -5.1% | +11.1% | +6.6% |
| 30D | -7.2% | -4.6% | -2.7% | -6.9% |
| 3M | -15.9% | +9.4% | -25.2% | -16.8% |
| 6M | +12.7% | +3.5% | +9.2% | +12.0% |
| YTD | +72.8% | +22.0% | +50.8% | +68.5% |
| 1Y | +122.9% | +2.2% | +120.7% | +120.7% |
| 3Y | +774.3% | +19.6% | +754.7% | +751.7% |
| 5Y | +2,049.5% | -2.3% | +2,051.8% | +1,983.0% |
| 10Y | +5,821.5% | +181.4% | +5,640.1% | +5,228.5% |
| All | +14,338.9% | +755.0% | +13,583.9% | +12,066.7% |
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