+376.2%
GE vs SW
-1.6%
+377.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.2% |
| 7D | +0.5% | +4.7% | -4.1% | -0.2% |
| 30D | +1.7% | +5.0% | -3.3% | +0.9% |
| 3M | -17.3% | -7.3% | -10.0% | -16.4% |
| 6M | +10.1% | +15.0% | -4.9% | +7.4% |
| YTD | +2.6% | +18.5% | -15.9% | -0.5% |
| 1Y | +3.7% | +27.1% | -23.4% | -0.4% |
| 3Y | +268.3% | +49.3% | +219.0% | +247.1% |
| 5Y | +376.2% | -1.6% | +377.8% | +331.2% |
| All | +376.2% | -1.6% | +377.8% | +331.2% |
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