+147.6%
GILD vs SW
-10.1%
+157.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | -0.5% |
| 7D | -2.6% | -7.0% | +4.3% | -2.4% |
| 30D | +9.5% | -10.5% | +20.0% | +9.9% |
| 3M | +16.8% | +3.0% | +13.9% | +16.7% |
| 6M | +0.6% | +2.3% | -1.8% | +0.3% |
| YTD | +20.1% | +12.4% | +7.8% | +19.7% |
| 1Y | +29.1% | -4.2% | +33.3% | +28.8% |
| 3Y | +111.5% | +22.7% | +88.8% | +111.9% |
| 5Y | +147.6% | -10.1% | +157.6% | +147.2% |
| All | +147.6% | -10.1% | +157.6% | +147.2% |
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