+78.9%
SO vs SW
-0.1%
+79.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.7% | -0.7% |
| 7D | +1.7% | +12.1% | -10.3% | +1.8% |
| 30D | +11.1% | +6.6% | +4.6% | +11.2% |
| 3M | +0.7% | -6.0% | +6.7% | +0.6% |
| 6M | -1.4% | +21.5% | -22.9% | -1.2% |
| YTD | +9.4% | +20.3% | -10.9% | +9.6% |
| 1Y | +3.7% | +28.1% | -24.4% | +3.9% |
| 3Y | +46.7% | +51.6% | -4.9% | +47.0% |
| 5Y | +78.9% | -0.1% | +79.0% | +74.4% |
| All | +78.9% | -0.1% | +79.0% | +74.4% |
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