+19.6%
SW vs ALM
+2,063.1%
-2,043.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | -5.1% | -2.6% | -2.5% | -4.9% |
| 30D | -4.6% | +32.0% | -36.6% | -6.3% |
| 3M | +9.4% | -15.0% | +24.4% | +9.6% |
| 6M | +3.5% | -10.1% | +13.6% | +2.8% |
| YTD | +22.0% | +99.4% | -77.4% | +16.4% |
| 1Y | +2.2% | +316.4% | -314.1% | -6.0% |
| All | +19.6% | +2,063.1% | -2,043.5% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling