+182.7%
SW vs AGI
+352.5%
-169.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.4% | -1.1% |
| 7D | +2.3% | +16.0% | -13.6% | +1.6% |
| 30D | +6.8% | +1.0% | +5.8% | +6.6% |
| 3M | -5.2% | +2.5% | -7.7% | -5.4% |
| 6M | +7.4% | -24.0% | +31.5% | +8.4% |
| YTD | +17.4% | -17.2% | +34.6% | +18.1% |
| 1Y | +27.1% | +4.9% | +22.2% | +27.1% |
| 3Y | +47.9% | +142.6% | -94.7% | +45.3% |
| 5Y | -2.6% | +315.2% | -317.8% | -4.7% |
| All | +182.7% | +352.5% | -169.8% | +175.5% |
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 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