+82.5%
SPY vs SW
-2.3%
+84.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | +0.1% | -5.1% | +5.2% | +0.7% |
| 30D | +0.1% | -4.6% | +4.6% | +0.5% |
| 3M | +2.0% | +9.4% | -7.4% | +0.7% |
| 6M | +13.0% | +3.5% | +9.5% | +12.0% |
| YTD | +13.5% | +22.0% | -8.5% | +10.2% |
| 1Y | +20.0% | +2.2% | +17.8% | +18.5% |
| 3Y | +77.2% | +19.6% | +57.6% | +70.9% |
| All | +82.5% | -2.3% | +84.9% | +73.7% |
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 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