+243.1%
INTU vs SW
+182.7%
+60.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.8% | -3.6% |
| 7D | +0.1% | +2.3% | -2.2% | -0.1% |
| 30D | +15.4% | +6.8% | +8.6% | +14.5% |
| 3M | +6.6% | -5.2% | +11.8% | +7.2% |
| 6M | -11.3% | +7.4% | -18.7% | -12.4% |
| YTD | -47.7% | +17.4% | -65.1% | -49.2% |
| 1Y | -47.0% | +27.1% | -74.1% | -49.1% |
| 3Y | -29.9% | +47.9% | -77.8% | -34.6% |
| 5Y | -42.2% | -2.6% | -39.6% | -45.1% |
| All | +243.1% | +182.7% | +60.4% | +198.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling