+28.1%
SW vs AGI
-1.1%
+29.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.8% | -6.7% | +1.8% |
| 7D | +12.1% | -5.3% | +17.3% | +12.9% |
| 30D | +6.6% | -7.1% | +13.7% | +7.8% |
| 3M | -6.0% | +4.4% | -10.4% | -8.0% |
| 6M | +21.5% | -23.0% | +44.5% | +26.9% |
| YTD | +20.3% | -22.0% | +42.3% | +25.7% |
| 1Y | +28.1% | +0.3% | +27.9% | +27.5% |
| All | +28.1% | -1.1% | +29.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling