+303.9%
SPY vs SW
+182.7%
+121.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.4% |
| 7D | -2.7% | +2.3% | -5.0% | -2.9% |
| 30D | -5.4% | +6.8% | -12.2% | -6.1% |
| 3M | -4.1% | -5.2% | +1.1% | -3.7% |
| 6M | +0.7% | +7.4% | -6.7% | -0.4% |
| YTD | +8.7% | +17.4% | -8.7% | +6.2% |
| 1Y | +10.9% | +27.1% | -16.2% | +7.5% |
| 3Y | +75.0% | +47.9% | +27.1% | +66.3% |
| 5Y | +67.8% | -2.6% | +70.4% | +61.4% |
| All | +303.9% | +182.7% | +121.3% | +253.3% |
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