+298.0%
RF vs SW
+755.0%
-457.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.2% |
| 7D | +1.3% | -5.1% | +6.4% | +1.9% |
| 30D | -3.6% | -4.6% | +1.0% | -3.2% |
| 3M | +8.1% | +9.4% | -1.3% | +6.8% |
| 6M | +11.5% | +3.5% | +8.0% | +10.6% |
| YTD | +15.6% | +22.0% | -6.5% | +12.5% |
| 1Y | +15.7% | +2.2% | +13.5% | +14.5% |
| 3Y | +86.9% | +19.6% | +67.3% | +80.6% |
| 5Y | +89.8% | -2.3% | +92.2% | +82.5% |
| 10Y | +344.7% | +181.4% | +163.3% | +278.5% |
| All | +298.0% | +755.0% | -457.0% | +295.1% |
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