+1,550.8%
SBUX vs SW
+743.1%
+807.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +4.5% |
| 7D | +6.3% | +12.1% | -5.8% | +5.6% |
| 30D | +16.2% | +6.6% | +9.6% | +15.7% |
| 3M | +5.1% | -6.0% | +11.1% | +5.4% |
| 6M | +5.7% | +21.5% | -15.7% | +4.3% |
| YTD | +32.6% | +20.3% | +12.3% | +30.8% |
| 1Y | +41.3% | +28.1% | +13.2% | +38.8% |
| 3Y | +15.2% | +51.6% | -36.4% | +12.4% |
| 5Y | +10.1% | -0.1% | +10.2% | +7.8% |
| 10Y | +158.0% | +189.7% | -31.8% | +145.4% |
| All | +1,550.8% | +743.1% | +807.7% | +1,434.7% |
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