+47.1%
RF vs SW
-0.1%
+47.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.8% |
| 7D | +2.3% | +12.1% | -9.8% | +0.2% |
| 30D | +7.2% | +6.6% | +0.7% | +6.0% |
| 3M | -8.2% | -6.0% | -2.2% | -7.4% |
| 6M | +7.0% | +21.5% | -14.4% | +2.7% |
| YTD | +10.3% | +20.3% | -10.0% | +5.5% |
| 1Y | +25.1% | +28.1% | -3.1% | +18.3% |
| 3Y | +110.3% | +51.6% | +58.7% | +94.6% |
| 5Y | +47.1% | -0.1% | +47.2% | +31.6% |
| All | +47.1% | -0.1% | +47.2% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling