+291.3%
IR vs SW
+122.5%
+168.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -2.8% | -5.1% | +2.3% | -2.0% |
| 30D | -15.1% | -4.6% | -10.6% | -14.5% |
| 3M | +6.1% | +9.4% | -3.3% | +4.4% |
| 6M | -16.8% | +3.5% | -20.3% | -17.5% |
| YTD | -3.5% | +22.0% | -25.6% | -6.7% |
| 1Y | -3.5% | +2.2% | -5.7% | -4.7% |
| 3Y | +9.5% | +19.6% | -10.1% | +5.1% |
| 5Y | +45.1% | -2.3% | +47.4% | +37.9% |
| All | +291.3% | +122.5% | +168.8% | +214.5% |
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