+182.3%
SW vs AGI
+355.0%
-172.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.6% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +7.2% | -7.6% | +14.8% | +7.5% |
| 3M | -10.5% | -10.2% | -0.2% | -10.1% |
| 6M | +9.9% | -31.5% | +41.4% | +11.3% |
| YTD | +17.2% | -22.0% | +39.2% | +18.2% |
| 1Y | +26.5% | -7.9% | +34.4% | +27.1% |
| 3Y | +47.7% | +137.6% | -89.9% | +45.5% |
| 5Y | +0.2% | +256.7% | -256.5% | -1.8% |
| 10Y | +182.3% | +405.2% | -222.9% | +176.9% |
| All | +182.3% | +355.0% | -172.7% | +176.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling