+49.3%
SW vs ALB
-17.6%
+66.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -2.1% |
| 7D | +4.7% | +5.5% | -0.8% | +3.7% |
| 30D | +5.0% | -7.5% | +12.5% | +6.2% |
| 3M | -7.3% | -16.9% | +9.6% | -4.9% |
| 6M | +15.0% | -49.2% | +64.2% | +27.6% |
| YTD | +18.5% | -29.9% | +48.4% | +22.8% |
| 1Y | +27.1% | +8.2% | +18.9% | +21.7% |
| All | +49.3% | -17.6% | +66.8% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling