+81.8%
SW vs ACI
+39.5%
+42.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.5% | +3.9% |
| 7D | +12.1% | +4.5% | +7.6% | +11.8% |
| 30D | +6.6% | +20.9% | -14.3% | +5.4% |
| 3M | -6.0% | +15.2% | -21.3% | -6.8% |
| 6M | +21.5% | -13.3% | +34.8% | +22.0% |
| YTD | +20.3% | -16.2% | +36.5% | +20.8% |
| 1Y | +28.1% | -16.9% | +45.0% | +28.8% |
| 3Y | +51.6% | -30.8% | +82.4% | +53.1% |
| 5Y | -0.1% | -39.4% | +39.3% | +0.5% |
| All | +81.8% | +39.5% | +42.3% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling