+182.7%
SW vs AG
+89.9%
+92.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -1.1% |
| 7D | +2.3% | +6.3% | -4.0% | +1.8% |
| 30D | +6.8% | -8.9% | +15.7% | +7.4% |
| 3M | -5.2% | -12.2% | +7.0% | -4.5% |
| 6M | +7.4% | -28.3% | +35.7% | +9.5% |
| YTD | +17.4% | -8.8% | +26.2% | +16.9% |
| 1Y | +27.1% | +39.4% | -12.3% | +22.8% |
| 3Y | +47.9% | +229.4% | -181.6% | +32.7% |
| 5Y | -2.6% | +14.5% | -17.1% | -10.2% |
| All | +182.7% | +89.9% | +92.8% | +141.2% |
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