+1,112.1%
PSX vs SW
+754.0%
+358.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +4.5% | -5.1% | +9.6% | +5.0% |
| 30D | +26.6% | -4.6% | +31.2% | +27.1% |
| 3M | +39.3% | +9.4% | +29.9% | +37.5% |
| 6M | +56.8% | +3.5% | +53.3% | +55.1% |
| YTD | +101.8% | +22.0% | +79.8% | +95.7% |
| 1Y | +99.6% | +2.2% | +97.4% | +96.8% |
| 3Y | +140.3% | +19.6% | +120.8% | +131.3% |
| 5Y | +339.3% | -2.3% | +341.7% | +321.9% |
| 10Y | +369.9% | +181.4% | +188.5% | +310.3% |
| All | +1,112.1% | +754.0% | +358.1% | +1,026.7% |
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