+84.4%
SW vs ACI
+25.9%
+58.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -5.1% | +0.2% | -5.3% | -5.1% |
| 30D | -4.6% | +5.9% | -10.5% | -4.9% |
| 3M | +9.4% | -19.8% | +29.2% | +10.4% |
| 6M | +3.5% | -24.7% | +28.3% | +4.7% |
| YTD | +22.0% | -24.4% | +46.4% | +23.3% |
| 1Y | +2.2% | -31.5% | +33.7% | +3.7% |
| 3Y | +19.6% | -38.7% | +58.3% | +21.5% |
| 5Y | -2.3% | -42.8% | +40.5% | -0.8% |
| All | +84.4% | +25.9% | +58.5% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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