+16.6%
SW vs ABCL
-81.8%
+98.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.4% | +7.9% | -0.7% |
| 7D | +4.7% | -14.9% | +19.6% | +5.9% |
| 30D | +5.0% | -15.4% | +20.4% | +6.1% |
| 3M | -7.3% | +88.0% | -95.3% | -13.3% |
| 6M | +15.0% | +138.8% | -123.9% | +4.4% |
| YTD | +18.5% | +225.4% | -206.9% | +3.9% |
| 1Y | +27.1% | +137.3% | -110.2% | +14.3% |
| 3Y | +49.3% | +136.8% | -87.5% | +28.9% |
| 5Y | -1.6% | -26.2% | +24.6% | -11.4% |
| All | +16.6% | -81.8% | +98.3% | +8.8% |
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