+161.8%
MAR vs SW
-2.3%
+164.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.1% |
| 7D | -4.2% | -5.1% | +0.9% | -3.3% |
| 30D | -6.7% | -4.6% | -2.1% | -6.0% |
| 3M | -12.5% | +9.4% | -21.9% | -14.2% |
| 6M | +0.6% | +3.5% | -2.9% | -0.8% |
| YTD | +9.1% | +22.0% | -12.9% | +4.5% |
| 1Y | +26.2% | +2.2% | +24.0% | +24.0% |
| 3Y | +68.2% | +19.6% | +48.6% | +59.6% |
| All | +161.8% | -2.3% | +164.2% | +143.4% |
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