+346.6%
PSX vs SW
+182.7%
+163.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -13.1% | +2.3% | -15.4% | -13.4% |
| 30D | -9.5% | +6.8% | -16.3% | -10.3% |
| 3M | +20.2% | -5.2% | +25.4% | +20.7% |
| 6M | +44.9% | +7.4% | +37.5% | +42.4% |
| YTD | +94.4% | +17.4% | +77.0% | +87.3% |
| 1Y | +83.1% | +27.1% | +56.0% | +74.3% |
| 3Y | +132.2% | +47.9% | +84.3% | +115.2% |
| 5Y | +278.8% | -2.6% | +281.4% | +259.8% |
| All | +346.6% | +182.7% | +163.9% | +261.9% |
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