-0.1%
SW vs AG
+19.6%
-19.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.1% | -5.1% | +2.9% |
| 7D | +12.1% | -2.6% | +14.6% | +12.3% |
| 30D | +6.6% | -12.1% | +18.7% | +8.1% |
| 3M | -6.0% | -6.6% | +0.6% | -5.8% |
| 6M | +21.5% | -20.5% | +41.9% | +23.7% |
| YTD | +20.3% | -7.4% | +27.8% | +18.9% |
| 1Y | +28.1% | +33.4% | -5.2% | +21.0% |
| 3Y | +51.6% | +219.9% | -168.3% | +24.2% |
| 5Y | -0.1% | +23.1% | -23.2% | -19.8% |
| All | -0.1% | +19.6% | -19.7% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling