+2,037.4%
MSCI vs SW
+743.1%
+1,294.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.1% | +1.3% | +5.1% |
| 7D | +11.5% | +12.1% | -0.6% | +10.6% |
| 30D | +22.1% | +6.6% | +15.5% | +21.5% |
| 3M | +18.4% | -6.0% | +24.4% | +18.8% |
| 6M | +16.6% | +21.5% | -4.8% | +14.9% |
| YTD | +18.8% | +20.3% | -1.5% | +16.8% |
| 1Y | +19.0% | +28.1% | -9.2% | +16.4% |
| 3Y | +40.7% | +51.6% | -10.9% | +35.5% |
| 5Y | +7.9% | -0.1% | +8.0% | +4.8% |
| 10Y | +848.9% | +189.7% | +659.1% | +759.2% |
| All | +2,037.4% | +743.1% | +1,294.4% | +1,636.6% |
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