+436.6%
GE vs SW
-2.3%
+438.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -1.6% | -5.1% | +3.5% | -0.8% |
| 30D | -11.6% | -4.6% | -7.0% | -11.0% |
| 3M | +3.0% | +9.4% | -6.4% | +1.4% |
| 6M | -0.5% | +3.5% | -4.0% | -1.6% |
| YTD | +9.7% | +22.0% | -12.3% | +6.1% |
| 1Y | +20.0% | +2.2% | +17.8% | +18.4% |
| 3Y | +275.8% | +19.6% | +256.2% | +260.6% |
| All | +436.6% | -2.3% | +438.9% | +398.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling