+108.2%
SW vs ALC
+36.0%
+72.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.8% | -2.7% | +1.7% |
| 7D | +12.1% | +10.7% | +1.3% | +8.2% |
| 30D | +6.6% | +20.2% | -13.6% | -0.1% |
| 3M | -6.0% | +8.9% | -14.9% | -8.9% |
| 6M | +21.5% | +5.7% | +15.7% | +18.1% |
| YTD | +20.3% | -1.4% | +21.8% | +19.9% |
| 1Y | +28.1% | +4.7% | +23.4% | +24.9% |
| 3Y | +51.6% | +5.2% | +46.4% | +47.3% |
| 5Y | -0.1% | -8.3% | +8.2% | -1.4% |
| All | +108.2% | +36.0% | +72.2% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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