+1,381.0%
NET vs SW
+88.0%
+1,293.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.6% | -3.3% |
| 7D | -16.4% | +12.1% | -28.4% | -18.2% |
| 30D | -25.8% | +6.6% | -32.4% | -26.8% |
| 3M | -11.5% | -6.0% | -5.5% | -10.7% |
| 6M | +18.9% | +21.5% | -2.6% | +13.8% |
| YTD | +35.2% | +20.3% | +14.9% | +28.9% |
| 1Y | +14.5% | +28.1% | -13.7% | +7.8% |
| 3Y | +313.8% | +51.6% | +262.2% | +271.9% |
| 5Y | +32.6% | -0.1% | +32.7% | +20.8% |
| All | +1,381.0% | +88.0% | +1,293.0% | +1,128.5% |
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