+9.1%
IR vs SW
+29.5%
-20.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -2.1% |
| 7D | +11.6% | +12.1% | -0.5% | +6.6% |
| 30D | +7.2% | +6.6% | +0.6% | +4.3% |
| 3M | -5.9% | -6.0% | +0.1% | -3.9% |
| 6M | +11.5% | +21.5% | -10.0% | +1.6% |
| YTD | +6.3% | +20.3% | -14.0% | -5.1% |
| 1Y | +9.1% | +28.1% | -19.1% | -5.7% |
| All | +9.1% | +29.5% | -20.4% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling