-2.3%
SW vs ACI
-42.9%
+40.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.7% |
| 6M | +3.5% | -24.7% | +28.3% | +5.0% |
| YTD | +22.0% | -24.4% | +46.4% | +23.6% |
| 1Y | +2.2% | -31.5% | +33.7% | +4.1% |
| 3Y | +19.6% | -38.7% | +58.3% | +21.7% |
| All | -2.3% | -42.9% | +40.6% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling