+235.9%
SU vs SW
+182.3%
+53.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -4.3% | -2.6% | -1.7% | -4.1% |
| 30D | -6.2% | +7.2% | -13.4% | -6.8% |
| 3M | +9.7% | -10.5% | +20.1% | +10.5% |
| 6M | +7.3% | +9.9% | -2.6% | +5.6% |
| YTD | +58.7% | +17.2% | +41.5% | +54.3% |
| 1Y | +59.7% | +26.5% | +33.2% | +53.8% |
| 3Y | +129.2% | +47.7% | +81.6% | +114.8% |
| 5Y | +223.7% | +0.2% | +223.5% | +207.4% |
| 10Y | +235.9% | +182.3% | +53.6% | +181.8% |
| All | +235.9% | +182.3% | +53.6% | +181.8% |
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