+10.3%
LOW vs SW
+0.9%
+9.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +8.7% | +2.2% | +6.5% | +8.3% |
| 30D | +25.5% | +7.4% | +18.0% | +24.2% |
| 3M | +6.6% | -5.9% | +12.5% | +7.5% |
| 6M | +2.4% | +9.0% | -6.5% | +1.1% |
| YTD | -1.7% | +18.1% | -19.9% | -4.1% |
| 1Y | +1.7% | +28.7% | -27.0% | -1.7% |
| 3Y | +26.6% | +48.8% | -22.2% | +21.7% |
| All | +10.3% | +0.9% | +9.3% | +3.9% |
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 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