+28.1%
SW vs ALM
+44.8%
-16.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +4.0% |
| 7D | +12.1% | -6.4% | +18.4% | +12.5% |
| 30D | +6.6% | -35.0% | +41.5% | +9.7% |
| 3M | -6.0% | -33.8% | +27.8% | -3.9% |
| 6M | +21.5% | -55.0% | +76.5% | +26.6% |
| YTD | +20.3% | -0.2% | +20.6% | +25.2% |
| 1Y | +28.1% | +41.8% | -13.6% | +31.6% |
| All | +28.1% | +44.8% | -16.7% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling