+755.0%
SW vs AGI
+578.2%
+176.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.3% |
| 7D | -5.1% | +0.6% | -5.7% | -5.1% |
| 30D | -4.6% | +18.2% | -22.8% | -5.2% |
| 3M | +9.4% | -4.1% | +13.5% | +9.4% |
| 6M | +3.5% | -28.7% | +32.2% | +4.3% |
| YTD | +22.0% | -4.0% | +26.0% | +22.0% |
| 1Y | +2.2% | +17.4% | -15.2% | +1.6% |
| 3Y | +19.6% | +203.0% | -183.4% | +16.1% |
| 5Y | -2.3% | +376.7% | -379.0% | -6.3% |
| 10Y | +181.4% | +407.5% | -226.1% | +166.2% |
| All | +755.0% | +578.2% | +176.8% | +769.0% |
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 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