+5.6%
SBUX vs SW
-0.1%
+5.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +4.1% |
| 7D | +6.3% | +12.1% | -5.8% | +4.5% |
| 30D | +16.2% | +6.6% | +9.6% | +15.0% |
| 3M | +5.1% | -6.0% | +11.1% | +5.9% |
| 6M | +5.7% | +21.5% | -15.7% | +2.0% |
| YTD | +32.6% | +20.3% | +12.3% | +27.7% |
| 1Y | +41.3% | +28.1% | +13.2% | +34.7% |
| 3Y | +15.2% | +51.6% | -36.4% | +8.0% |
| All | +5.6% | -0.1% | +5.8% | -2.4% |
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