+198.3%
SW vs ALLE
+260.9%
-62.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | -4.6% | -6.8% | +2.2% | -2.9% |
| 3M | +9.4% | +21.0% | -11.6% | +4.5% |
| 6M | +3.5% | +1.1% | +2.4% | +3.0% |
| YTD | +22.0% | -0.5% | +22.6% | +21.8% |
| 1Y | +2.2% | -7.3% | +9.5% | +3.6% |
| 3Y | +19.6% | +42.3% | -22.7% | +11.6% |
| 5Y | -2.3% | +13.5% | -15.8% | -7.3% |
| 10Y | +181.4% | +144.0% | +37.3% | +141.0% |
| All | +198.3% | +260.9% | -62.6% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling