-2.3%
SW vs AG
+64.2%
-66.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.5% |
| 7D | -5.1% | +1.0% | -6.1% | -5.2% |
| 30D | -4.6% | +19.2% | -23.8% | -6.8% |
| 3M | +9.4% | +6.2% | +3.2% | +7.9% |
| 6M | +3.5% | -26.7% | +30.2% | +5.7% |
| YTD | +22.0% | +26.1% | -4.1% | +16.6% |
| 1Y | +2.2% | +131.7% | -129.4% | -9.8% |
| 3Y | +19.6% | +255.3% | -235.8% | -3.0% |
| All | -2.3% | +64.2% | -66.5% | -25.0% |
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