-1.6%
SW vs A
+13.7%
-15.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.4% |
| 7D | +4.7% | -5.2% | +9.8% | +6.6% |
| 30D | +5.0% | +1.4% | +3.6% | +4.2% |
| 3M | -7.3% | +21.9% | -29.2% | -14.1% |
| 6M | +15.0% | +46.7% | -31.7% | -0.9% |
| YTD | +18.5% | +27.2% | -8.7% | +7.2% |
| 1Y | +27.1% | +17.9% | +9.2% | +18.1% |
| 3Y | +49.3% | +61.1% | -11.8% | +24.5% |
| 5Y | -1.6% | +13.8% | -15.5% | -12.0% |
| All | -1.6% | +13.7% | -15.3% | -12.0% |
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