+20.0%
SW vs ABCL
-81.3%
+101.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -4.6% | +93.1% | -97.7% | -10.5% |
| 3M | +9.4% | +79.4% | -70.1% | +2.8% |
| 6M | +3.5% | +214.9% | -211.4% | -7.9% |
| YTD | +22.0% | +234.2% | -212.2% | +7.3% |
| 1Y | +2.2% | +174.8% | -172.6% | -9.0% |
| 3Y | +19.6% | +104.5% | -84.9% | +4.4% |
| 5Y | -2.3% | -39.0% | +36.7% | -11.6% |
| All | +20.0% | -81.3% | +101.3% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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