+51.4%
O vs SW
+147.8%
-96.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.7% | -5.1% | +4.4% | -0.5% |
| 30D | -1.9% | -4.6% | +2.7% | -1.7% |
| 3M | +3.8% | +9.4% | -5.5% | +3.3% |
| 6M | -4.7% | +3.5% | -8.3% | -5.1% |
| YTD | +12.5% | +22.0% | -9.6% | +11.1% |
| 1Y | +10.8% | +2.2% | +8.6% | +10.2% |
| 3Y | +28.8% | +19.6% | +9.2% | +26.2% |
| 5Y | +13.2% | -2.3% | +15.5% | +10.8% |
| All | +51.4% | +147.8% | -96.4% | +35.1% |
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