+557.2%
O vs SW
+743.1%
-185.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +2.9% |
| 7D | +5.8% | +12.1% | -6.2% | +5.5% |
| 30D | +10.7% | +6.6% | +4.1% | +10.5% |
| 3M | -4.5% | -6.0% | +1.5% | -4.4% |
| 6M | -4.1% | +21.5% | -25.6% | -4.7% |
| YTD | +9.8% | +20.3% | -10.5% | +9.0% |
| 1Y | +11.3% | +28.1% | -16.8% | +10.3% |
| 3Y | +37.5% | +51.6% | -14.1% | +35.2% |
| 5Y | +11.3% | -0.1% | +11.5% | +9.9% |
| 10Y | +71.9% | +189.7% | -117.8% | +65.1% |
| All | +557.2% | +743.1% | -185.9% | +541.0% |
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