+16.3%
HYG vs SW
-2.6%
+18.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | 0.0% |
| 7D | -0.3% | +2.3% | -2.6% | -0.3% |
| 30D | +0.1% | +6.8% | -6.7% | -0.2% |
| 3M | -2.3% | -5.2% | +2.9% | -2.1% |
| 6M | -1.7% | +7.4% | -9.1% | -2.1% |
| YTD | -0.3% | +17.4% | -17.7% | -1.2% |
| 1Y | +1.1% | +27.1% | -26.0% | -0.1% |
| 3Y | +23.2% | +47.9% | -24.7% | +21.0% |
| All | +16.3% | -2.6% | +18.9% | +13.6% |
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