+185.4%
SW vs ALM
+1,978.4%
-1,793.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -1.4% |
| 7D | +4.7% | -14.5% | +19.2% | +4.9% |
| 30D | +5.0% | -39.0% | +44.0% | +5.7% |
| 3M | -7.3% | -40.3% | +32.9% | -6.7% |
| 6M | +15.0% | -60.3% | +75.3% | +16.1% |
| YTD | +18.5% | -9.8% | +28.3% | +19.0% |
| 1Y | +27.1% | +30.8% | -3.6% | +27.3% |
| 3Y | +49.3% | +772.4% | -723.1% | +50.7% |
| 5Y | -1.6% | +390.7% | -392.4% | -1.0% |
| All | +185.4% | +1,978.4% | -1,793.1% | +197.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling