+111.1%
SW vs ALC
+24.0%
+87.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.0% |
| 7D | -5.1% | -2.1% | -3.0% | -4.4% |
| 30D | -4.6% | -0.1% | -4.5% | -4.6% |
| 3M | +9.4% | +5.9% | +3.5% | +7.3% |
| 6M | +3.5% | -15.9% | +19.4% | +9.3% |
| YTD | +22.0% | -10.1% | +32.1% | +25.7% |
| 1Y | +2.2% | -10.2% | +12.4% | +5.3% |
| 3Y | +19.6% | -13.6% | +33.1% | +24.0% |
| 5Y | -2.3% | -15.1% | +12.8% | -0.7% |
| All | +111.1% | +24.0% | +87.1% | +83.8% |
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