+51.6%
SW vs A
+66.5%
-14.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.6% |
| 7D | +12.1% | -2.4% | +14.4% | +13.2% |
| 30D | +6.6% | +3.6% | +3.0% | +4.6% |
| 3M | -6.0% | +27.5% | -33.5% | -16.3% |
| 6M | +21.5% | +58.5% | -37.0% | -3.0% |
| YTD | +20.3% | +31.2% | -10.9% | +4.8% |
| 1Y | +28.1% | +22.2% | +6.0% | +15.4% |
| All | +51.6% | +66.5% | -14.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling