+177.1%
SW vs AGI
+389.5%
-212.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -2.9% | -10.1% | +7.2% | -2.5% |
| 30D | +5.0% | -6.5% | +11.6% | +5.2% |
| 3M | -13.7% | -12.8% | -0.8% | -13.2% |
| 6M | +8.0% | -34.3% | +42.3% | +9.7% |
| YTD | +14.0% | -25.6% | +39.6% | +15.2% |
| 1Y | +25.6% | -14.2% | +39.9% | +26.5% |
| 3Y | +40.1% | +127.3% | -87.2% | +38.3% |
| 5Y | -2.6% | +241.8% | -244.4% | -4.3% |
| All | +177.1% | +389.5% | -212.4% | +172.0% |
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