+2,771.1%
NOW vs SW
+951.0%
+1,820.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.2% | -3.1% |
| 7D | -2.4% | -5.1% | +2.7% | -1.9% |
| 30D | +20.5% | -4.6% | +25.1% | +21.0% |
| 3M | +18.3% | +9.4% | +9.0% | +17.1% |
| 6M | +24.1% | +3.5% | +20.6% | +23.0% |
| YTD | -7.8% | +22.0% | -29.8% | -10.4% |
| 1Y | -21.4% | +2.2% | -23.6% | -22.3% |
| 3Y | +19.5% | +19.6% | -0.1% | +15.3% |
| 5Y | +4.1% | -2.3% | +6.4% | -0.2% |
| 10Y | +826.4% | +181.4% | +645.1% | +704.7% |
| All | +2,771.1% | +951.0% | +1,820.1% | +1,970.2% |
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