+1,309.1%
INTU vs SW
+743.1%
+566.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +3.2% |
| 7D | +8.7% | +12.1% | -3.4% | +7.9% |
| 30D | +25.9% | +6.6% | +19.3% | +25.3% |
| 3M | +10.7% | -6.0% | +16.7% | +11.1% |
| 6M | -11.6% | +21.5% | -33.0% | -12.9% |
| YTD | -45.4% | +20.3% | -65.7% | -46.3% |
| 1Y | -45.2% | +28.1% | -73.4% | -46.4% |
| 3Y | -26.5% | +51.6% | -78.1% | -29.1% |
| 5Y | -40.7% | -0.1% | -40.5% | -42.3% |
| 10Y | +267.2% | +189.7% | +77.5% | +243.2% |
| All | +1,309.1% | +743.1% | +566.0% | +1,198.9% |
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