+9.8%
LOW vs SW
-2.3%
+12.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -1.7% | -5.1% | +3.4% | -1.0% |
| 30D | -7.0% | -4.6% | -2.5% | -6.4% |
| 3M | -0.9% | +9.4% | -10.3% | -2.2% |
| 6M | -20.1% | +3.5% | -23.6% | -20.8% |
| YTD | -13.9% | +22.0% | -35.9% | -16.3% |
| 1Y | -21.1% | +2.2% | -23.3% | -22.1% |
| 3Y | -6.6% | +19.6% | -26.2% | -9.6% |
| All | +9.8% | -2.3% | +12.1% | +4.2% |
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