+18.4%
SW vs ABCL
-79.9%
+98.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +4.0% |
| 7D | +12.1% | -10.0% | +22.0% | +12.9% |
| 30D | +6.6% | -10.9% | +17.4% | +7.3% |
| 3M | -6.0% | +101.6% | -107.7% | -12.5% |
| 6M | +21.5% | +167.5% | -146.1% | +9.3% |
| YTD | +20.3% | +259.1% | -238.7% | +4.7% |
| 1Y | +28.1% | +152.2% | -124.0% | +14.7% |
| 3Y | +51.6% | +161.3% | -109.7% | +29.8% |
| 5Y | -0.1% | -29.3% | +29.2% | -10.6% |
| All | +18.4% | -79.9% | +98.2% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling