+1,194.5%
NI vs SW
+730.4%
+464.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | 0.0% | +4.7% | -4.7% | -0.1% |
| 30D | +10.0% | +5.0% | +5.0% | +9.9% |
| 3M | +4.3% | -7.3% | +11.6% | +4.4% |
| 6M | -6.5% | +15.0% | -21.5% | -7.0% |
| YTD | +9.3% | +18.5% | -9.2% | +8.6% |
| 1Y | +6.4% | +27.1% | -20.7% | +5.6% |
| 3Y | +89.1% | +49.3% | +39.8% | +86.7% |
| 5Y | +106.1% | -1.6% | +107.8% | +103.9% |
| 10Y | +178.5% | +185.4% | -6.9% | +170.1% |
| All | +1,194.5% | +730.4% | +464.1% | +1,173.4% |
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