+848.9%
MSCI vs SW
+189.7%
+659.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.1% | +1.3% | +5.0% |
| 7D | +11.5% | +12.1% | -0.6% | +10.3% |
| 30D | +22.1% | +6.6% | +15.5% | +21.3% |
| 3M | +18.4% | -6.0% | +24.4% | +19.0% |
| 6M | +16.6% | +21.5% | -4.8% | +14.1% |
| YTD | +18.8% | +20.3% | -1.5% | +15.8% |
| 1Y | +19.0% | +28.1% | -9.2% | +15.2% |
| 3Y | +40.7% | +51.6% | -10.9% | +33.1% |
| 5Y | +7.9% | -0.1% | +8.0% | +3.2% |
| 10Y | +848.9% | +189.7% | +659.1% | +737.1% |
| All | +848.9% | +189.7% | +659.1% | +737.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling