+185.4%
SW vs ALLE
+225.5%
-40.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.7% |
| 7D | +4.7% | 0.0% | +4.6% | +4.6% |
| 30D | +5.0% | +20.6% | -15.6% | -0.4% |
| 3M | -7.3% | +11.4% | -18.7% | -10.2% |
| 6M | +15.0% | +42.5% | -27.6% | +4.3% |
| YTD | +18.5% | +18.9% | -0.4% | +12.5% |
| 1Y | +27.1% | +14.2% | +13.0% | +21.8% |
| 3Y | +49.3% | +90.7% | -41.4% | +28.5% |
| 5Y | -1.6% | +52.5% | -54.1% | -13.6% |
| All | +185.4% | +225.5% | -40.1% | +134.7% |
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