+262.6%
GE vs SW
+743.1%
-480.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.3% | +2.4% |
| 7D | +9.4% | +12.1% | -2.6% | +8.3% |
| 30D | +7.5% | +6.6% | +1.0% | +6.9% |
| 3M | -12.5% | -6.0% | -6.5% | -12.1% |
| 6M | +17.8% | +21.5% | -3.7% | +15.7% |
| YTD | +7.4% | +20.3% | -12.9% | +5.5% |
| 1Y | +8.9% | +28.1% | -19.3% | +6.4% |
| 3Y | +285.5% | +51.6% | +233.9% | +270.4% |
| 5Y | +415.2% | -0.1% | +415.3% | +399.5% |
| 10Y | +168.4% | +189.7% | -21.4% | +142.0% |
| All | +262.6% | +743.1% | -480.4% | +211.7% |
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