+573.1%
O vs SW
+755.0%
-181.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -0.7% | -5.1% | +4.4% | -0.6% |
| 30D | -1.9% | -4.6% | +2.7% | -1.8% |
| 3M | +3.8% | +9.4% | -5.5% | +3.5% |
| 6M | -4.7% | +3.5% | -8.3% | -5.0% |
| YTD | +12.5% | +22.0% | -9.6% | +11.7% |
| 1Y | +10.8% | +2.2% | +8.6% | +10.5% |
| 3Y | +28.8% | +19.6% | +9.2% | +27.3% |
| 5Y | +13.2% | -2.3% | +15.5% | +11.8% |
| 10Y | +53.5% | +181.4% | -127.9% | +47.4% |
| All | +573.1% | +755.0% | -181.9% | +556.5% |
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 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