-2.3%
SW vs A
-12.8%
+10.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -5.1% | -1.9% | -3.2% | -4.4% |
| 30D | -4.6% | +6.9% | -11.5% | -6.9% |
| 3M | +9.4% | +9.2% | +0.1% | +5.8% |
| 6M | +3.5% | +25.7% | -22.2% | -5.4% |
| YTD | +22.0% | +11.5% | +10.5% | +16.3% |
| 1Y | +2.2% | +18.4% | -16.2% | -4.7% |
| 3Y | +19.6% | +26.6% | -7.0% | +7.6% |
| All | -2.3% | -12.8% | +10.5% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling