-2.3%
SW vs ALC
-16.0%
+13.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.1% |
| 7D | -5.1% | -2.1% | -3.0% | -4.3% |
| 30D | -4.6% | -0.1% | -4.5% | -4.6% |
| 3M | +9.4% | +5.9% | +3.5% | +6.9% |
| 6M | +3.5% | -15.9% | +19.4% | +10.4% |
| YTD | +22.0% | -10.1% | +32.1% | +26.3% |
| 1Y | +2.2% | -10.2% | +12.4% | +5.7% |
| 3Y | +19.6% | -13.6% | +33.1% | +24.7% |
| All | -2.3% | -16.0% | +13.6% | +2.2% |
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