+730.4%
SW vs AGI
+470.7%
+259.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -1.6% |
| 7D | +4.7% | +7.8% | -3.1% | +4.4% |
| 30D | +5.0% | -5.0% | +10.0% | +5.1% |
| 3M | -7.3% | -0.5% | -6.8% | -7.4% |
| 6M | +15.0% | -19.9% | +34.9% | +15.6% |
| YTD | +18.5% | -19.2% | +37.7% | +19.1% |
| 1Y | +27.1% | +0.6% | +26.5% | +27.0% |
| 3Y | +49.3% | +134.4% | -85.1% | +45.9% |
| 5Y | -1.6% | +305.4% | -307.0% | -5.1% |
| 10Y | +185.4% | +328.2% | -142.8% | +171.4% |
| All | +730.4% | +470.7% | +259.6% | +748.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling