+491.1%
SO vs SW
+743.1%
-252.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.7% | -0.7% |
| 7D | +1.7% | +12.1% | -10.3% | +1.7% |
| 30D | +11.1% | +6.6% | +4.6% | +11.1% |
| 3M | +0.7% | -6.0% | +6.7% | +0.7% |
| 6M | -1.4% | +21.5% | -22.9% | -1.5% |
| YTD | +9.4% | +20.3% | -10.9% | +9.2% |
| 1Y | +3.7% | +28.1% | -24.4% | +3.5% |
| 3Y | +46.7% | +51.6% | -4.9% | +45.9% |
| 5Y | +78.9% | -0.1% | +79.0% | +78.0% |
| 10Y | +180.3% | +189.7% | -9.4% | +178.7% |
| All | +491.1% | +743.1% | -252.0% | +540.0% |
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