+147.8%
SW vs ALB
+75.7%
+72.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +1.9% |
| 7D | -5.1% | -8.1% | +3.0% | -3.9% |
| 30D | -4.6% | +6.3% | -10.8% | -5.6% |
| 3M | +9.4% | -23.6% | +33.0% | +13.6% |
| 6M | +3.5% | -24.6% | +28.1% | +7.0% |
| YTD | +22.0% | -10.3% | +32.3% | +22.1% |
| 1Y | +2.2% | +61.5% | -59.3% | -7.6% |
| 3Y | +19.6% | -34.0% | +53.6% | +17.1% |
| 5Y | -2.3% | -44.6% | +42.3% | -3.8% |
| All | +147.8% | +75.7% | +72.0% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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