-40.7%
INTU vs SW
-0.1%
-40.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +2.9% |
| 7D | +8.7% | +12.1% | -3.4% | +7.1% |
| 30D | +25.9% | +6.6% | +19.3% | +24.8% |
| 3M | +10.7% | -6.0% | +16.7% | +11.5% |
| 6M | -11.6% | +21.5% | -33.0% | -14.2% |
| YTD | -45.4% | +20.3% | -65.7% | -47.3% |
| 1Y | -45.2% | +28.1% | -73.4% | -47.7% |
| 3Y | -26.5% | +51.6% | -78.1% | -32.2% |
| 5Y | -40.7% | -0.1% | -40.5% | -44.4% |
| All | -40.7% | -0.1% | -40.5% | -44.4% |
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 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