+1,716.3%
MSCI vs SW
+755.0%
+961.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.4% |
| 7D | +0.4% | -5.1% | +5.5% | +0.7% |
| 30D | +0.6% | -4.6% | +5.1% | +0.8% |
| 3M | -7.1% | +9.4% | -16.5% | -7.8% |
| 6M | +0.8% | +3.5% | -2.7% | +0.3% |
| YTD | +1.0% | +22.0% | -21.0% | -0.8% |
| 1Y | +4.3% | +2.2% | +2.1% | +3.6% |
| 3Y | +9.9% | +19.6% | -9.6% | +7.3% |
| 5Y | -6.8% | -2.3% | -4.4% | -9.4% |
| 10Y | +614.7% | +181.4% | +433.3% | +547.2% |
| All | +1,716.3% | +755.0% | +961.3% | +1,374.8% |
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