+105.1%
SW vs ALC
+34.7%
+70.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | +4.7% | +7.6% | -3.0% | +2.0% |
| 30D | +5.0% | +21.1% | -16.1% | -1.8% |
| 3M | -7.3% | +8.5% | -15.8% | -10.0% |
| 6M | +15.0% | +2.8% | +12.2% | +12.9% |
| YTD | +18.5% | -2.4% | +20.9% | +18.5% |
| 1Y | +27.1% | +3.5% | +23.7% | +24.5% |
| 3Y | +49.3% | +4.2% | +45.1% | +45.6% |
| 5Y | -1.6% | -9.0% | +7.3% | -2.6% |
| All | +105.1% | +34.7% | +70.4% | +73.2% |
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