+3.0%
SBUX vs SW
-2.6%
+5.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +1.7% | +2.3% | -0.6% | +1.3% |
| 30D | +12.6% | +6.8% | +5.9% | +11.5% |
| 3M | +0.8% | -5.2% | +6.0% | +1.5% |
| 6M | +0.2% | +7.4% | -7.2% | -1.5% |
| YTD | +27.4% | +17.4% | +10.0% | +23.1% |
| 1Y | +31.5% | +27.1% | +4.4% | +25.5% |
| 3Y | +9.3% | +47.9% | -38.6% | +2.8% |
| All | +3.0% | -2.6% | +5.6% | -4.4% |
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