+146.6%
HYG vs SW
+730.4%
-583.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -0.4% | +4.7% | -5.0% | -0.5% |
| 30D | 0.0% | +5.0% | -5.0% | -0.1% |
| 3M | -2.3% | -7.3% | +5.0% | -2.1% |
| 6M | -1.3% | +15.0% | -16.3% | -1.8% |
| YTD | -0.3% | +18.5% | -18.8% | -0.8% |
| 1Y | +1.2% | +27.1% | -25.9% | +0.4% |
| 3Y | +22.8% | +49.3% | -26.5% | +21.1% |
| 5Y | +16.2% | -1.6% | +17.9% | +15.0% |
| 10Y | +53.2% | +185.4% | -132.2% | +48.1% |
| All | +146.6% | +730.4% | -583.7% | +138.4% |
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