+1,133.7%
PSX vs SW
+742.0%
+391.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.6% | -4.9% |
| 7D | -5.2% | +12.1% | -17.2% | -6.2% |
| 30D | -3.7% | +6.6% | -10.3% | -4.4% |
| 3M | +26.8% | -6.0% | +32.8% | +27.3% |
| 6M | +47.3% | +21.5% | +25.8% | +43.4% |
| YTD | +105.4% | +20.3% | +85.1% | +99.2% |
| 1Y | +96.9% | +28.1% | +68.8% | +89.5% |
| 3Y | +145.4% | +51.6% | +93.8% | +131.5% |
| 5Y | +304.9% | -0.1% | +305.1% | +288.0% |
| 10Y | +379.9% | +189.7% | +190.1% | +318.9% |
| All | +1,133.7% | +742.0% | +391.6% | +1,046.7% |
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