+1,275.4%
LOW vs SW
+743.1%
+532.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.1% | +3.4% | +7.2% |
| 7D | +15.6% | +12.1% | +3.6% | +14.8% |
| 30D | +28.6% | +6.6% | +22.0% | +28.1% |
| 3M | +5.8% | -6.0% | +11.9% | +6.3% |
| 6M | +3.8% | +21.5% | -17.7% | +2.5% |
| YTD | -2.8% | +20.3% | -23.1% | -4.0% |
| 1Y | -1.4% | +28.1% | -29.6% | -3.0% |
| 3Y | +25.0% | +51.6% | -26.6% | +21.9% |
| 5Y | +6.6% | -0.1% | +6.7% | +4.4% |
| 10Y | +318.3% | +189.7% | +128.6% | +295.1% |
| All | +1,275.4% | +743.1% | +532.4% | +1,227.2% |
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 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