+189.7%
SW vs ALLE
+241.9%
-52.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +3.6% |
| 7D | +12.1% | +6.7% | +5.4% | +10.1% |
| 30D | +6.6% | +25.4% | -18.8% | 0.0% |
| 3M | -6.0% | +16.9% | -23.0% | -10.1% |
| 6M | +21.5% | +46.6% | -25.1% | +9.3% |
| YTD | +20.3% | +22.4% | -2.1% | +13.3% |
| 1Y | +28.1% | +17.7% | +10.4% | +21.8% |
| 3Y | +51.6% | +96.3% | -44.7% | +29.4% |
| 5Y | -0.1% | +57.4% | -57.5% | -13.1% |
| 10Y | +189.7% | +241.0% | -51.3% | +136.2% |
| All | +189.7% | +241.9% | -52.2% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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