+141.2%
PSX vs SW
+19.6%
+121.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +4.5% | -5.1% | +9.6% | +5.1% |
| 30D | +26.6% | -4.6% | +31.2% | +27.2% |
| 3M | +39.3% | +9.4% | +29.9% | +36.9% |
| 6M | +56.8% | +3.5% | +53.3% | +55.3% |
| YTD | +101.8% | +22.0% | +79.8% | +92.4% |
| 1Y | +99.6% | +2.2% | +97.4% | +96.5% |
| All | +141.2% | +19.6% | +121.6% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling