+185.4%
SW vs ACM
+154.9%
+30.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | +4.7% | +5.1% | -0.4% | +3.5% |
| 30D | +5.0% | +11.5% | -6.5% | +2.6% |
| 3M | -7.3% | -10.5% | +3.1% | -5.5% |
| 6M | +15.0% | -20.4% | +35.3% | +19.9% |
| YTD | +18.5% | -28.9% | +47.4% | +26.0% |
| 1Y | +27.1% | -48.7% | +75.8% | +44.6% |
| 3Y | +49.3% | -12.5% | +61.8% | +53.3% |
| 5Y | -1.6% | +0.5% | -2.2% | -1.8% |
| All | +185.4% | +154.9% | +30.5% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling