+1,449.6%
NET vs SW
+90.7%
+1,358.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.2% |
| 7D | -7.0% | -5.1% | -1.9% | -6.1% |
| 30D | -4.8% | -4.6% | -0.2% | -4.0% |
| 3M | +3.8% | +9.4% | -5.6% | +1.6% |
| 6M | +50.0% | +3.5% | +46.5% | +47.8% |
| YTD | +41.5% | +22.0% | +19.4% | +34.9% |
| 1Y | +32.8% | +2.2% | +30.6% | +30.4% |
| 3Y | +335.9% | +19.6% | +316.3% | +308.0% |
| 5Y | +113.8% | -2.3% | +116.2% | +95.3% |
| All | +1,449.6% | +90.7% | +1,358.9% | +1,185.3% |
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