+106.1%
NI vs SW
-1.6%
+107.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | 0.0% | +4.7% | -4.7% | -0.2% |
| 30D | +10.0% | +5.0% | +5.0% | +9.7% |
| 3M | +4.3% | -7.3% | +11.6% | +4.5% |
| 6M | -6.5% | +15.0% | -21.5% | -7.3% |
| YTD | +9.3% | +18.5% | -9.2% | +8.0% |
| 1Y | +6.4% | +27.1% | -20.7% | +4.8% |
| 3Y | +89.1% | +49.3% | +39.8% | +85.8% |
| 5Y | +106.1% | -1.6% | +107.8% | +98.5% |
| All | +106.1% | -1.6% | +107.8% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling