+185.4%
SW vs AG
+86.5%
+98.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.2% |
| 7D | +4.7% | -2.9% | +7.5% | +4.9% |
| 30D | +5.0% | -15.1% | +20.1% | +6.2% |
| 3M | -7.3% | -15.4% | +8.0% | -6.4% |
| 6M | +15.0% | -21.9% | +36.9% | +16.5% |
| YTD | +18.5% | -10.4% | +29.0% | +18.2% |
| 1Y | +27.1% | +39.8% | -12.7% | +22.8% |
| 3Y | +49.3% | +209.5% | -160.2% | +34.5% |
| 5Y | -1.6% | +12.5% | -14.1% | -9.2% |
| All | +185.4% | +86.5% | +98.8% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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