+155.0%
SO vs SW
+147.8%
+7.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -0.2% | -5.1% | +4.9% | 0.0% |
| 30D | -4.6% | -4.6% | 0.0% | -4.5% |
| 3M | -3.0% | +9.4% | -12.4% | -3.4% |
| 6M | -8.3% | +3.5% | -11.8% | -8.5% |
| YTD | +3.5% | +22.0% | -18.5% | +2.7% |
| 1Y | -0.9% | +2.2% | -3.1% | -1.3% |
| 3Y | +45.4% | +19.6% | +25.8% | +43.0% |
| 5Y | +59.6% | -2.3% | +62.0% | +57.0% |
| All | +155.0% | +147.8% | +7.2% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling