+270.5%
GE vs SW
+755.0%
-484.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -1.6% | -5.1% | +3.5% | -1.1% |
| 30D | -11.6% | -4.6% | -7.0% | -11.2% |
| 3M | +3.0% | +9.4% | -6.4% | +2.1% |
| 6M | -0.5% | +3.5% | -4.0% | -1.0% |
| YTD | +9.7% | +22.0% | -12.3% | +7.7% |
| 1Y | +20.0% | +2.2% | +17.8% | +19.2% |
| 3Y | +275.8% | +19.6% | +256.2% | +266.2% |
| 5Y | +429.1% | -2.3% | +431.4% | +413.3% |
| 10Y | +151.2% | +181.4% | -30.2% | +126.4% |
| All | +270.5% | +755.0% | -484.5% | +218.2% |
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 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