-0.1%
SW vs ALC
-8.3%
+8.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.8% | -2.7% | +1.3% |
| 7D | +12.1% | +10.7% | +1.3% | +7.5% |
| 30D | +6.6% | +20.2% | -13.6% | -1.2% |
| 3M | -6.0% | +8.9% | -14.9% | -9.3% |
| 6M | +21.5% | +5.7% | +15.7% | +17.5% |
| YTD | +20.3% | -1.4% | +21.8% | +19.9% |
| 1Y | +28.1% | +4.7% | +23.4% | +24.3% |
| 3Y | +51.6% | +5.2% | +46.4% | +46.2% |
| 5Y | -0.1% | -8.3% | +8.2% | -0.2% |
| All | -0.1% | -8.3% | +8.2% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling