+51.6%
SW vs ALM
+901.7%
-850.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.3% |
| 3M | -6.0% | -33.8% | +27.8% | -4.1% |
| 6M | +21.5% | -55.0% | +76.5% | +26.1% |
| YTD | +20.3% | -0.2% | +20.6% | +19.0% |
| 1Y | +28.1% | +41.8% | -13.6% | +24.0% |
| All | +51.6% | +901.7% | -850.2% | +33.7% |
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 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