+755.0%
SW vs A
+537.2%
+217.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -5.1% | -1.9% | -3.2% | -4.8% |
| 30D | -4.6% | +6.9% | -11.5% | -5.6% |
| 3M | +9.4% | +9.2% | +0.1% | +7.9% |
| 6M | +3.5% | +25.7% | -22.2% | -0.3% |
| YTD | +22.0% | +11.5% | +10.5% | +19.6% |
| 1Y | +2.2% | +18.4% | -16.2% | -0.7% |
| 3Y | +19.6% | +26.6% | -7.0% | +14.9% |
| 5Y | -2.3% | -12.8% | +10.5% | -3.6% |
| 10Y | +181.4% | +247.2% | -65.8% | +151.5% |
| All | +755.0% | +537.2% | +217.8% | +590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling