+721.7%
GILD vs SW
+755.0%
-33.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +3.7% | -5.1% | +8.7% | +3.8% |
| 30D | +14.6% | -4.6% | +19.2% | +14.8% |
| 3M | +17.7% | +9.4% | +8.3% | +17.3% |
| 6M | +3.1% | +3.5% | -0.4% | +2.9% |
| YTD | +24.5% | +22.0% | +2.5% | +23.6% |
| 1Y | +37.4% | +2.2% | +35.2% | +36.9% |
| 3Y | +117.4% | +19.6% | +97.8% | +115.2% |
| 5Y | +151.9% | -2.3% | +154.2% | +149.2% |
| 10Y | +179.8% | +181.4% | -1.5% | +167.8% |
| All | +721.7% | +755.0% | -33.3% | +659.1% |
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