+2.2%
SW vs ACM
-45.8%
+48.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -5.1% | -3.7% | -1.3% | -4.3% |
| 30D | -4.6% | -11.1% | +6.5% | -2.3% |
| 3M | +9.4% | -8.0% | +17.4% | +10.7% |
| 6M | +3.5% | -29.7% | +33.2% | +9.7% |
| YTD | +22.0% | -29.4% | +51.4% | +27.7% |
| 1Y | +2.2% | -46.4% | +48.6% | +12.0% |
| All | +2.2% | -45.8% | +48.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling