+77.4%
SW vs ACI
+29.9%
+47.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | +2.3% | -2.2% | +4.5% | +2.5% |
| 30D | +6.8% | +10.3% | -3.5% | +6.2% |
| 3M | -5.2% | +7.2% | -12.4% | -5.6% |
| 6M | +7.4% | -18.0% | +25.4% | +8.2% |
| YTD | +17.4% | -22.0% | +39.4% | +18.4% |
| 1Y | +27.1% | -23.4% | +50.5% | +28.3% |
| 3Y | +47.9% | -35.8% | +83.7% | +49.9% |
| 5Y | -2.6% | -43.7% | +41.1% | -1.6% |
| All | +77.4% | +29.9% | +47.5% | +78.2% |
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