-0.1%
SW vs ALM
+431.5%
-431.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +4.0% |
| 7D | +12.1% | -6.4% | +18.4% | +12.4% |
| 30D | +6.6% | -35.0% | +41.5% | +8.7% |
| 3M | -6.0% | -33.8% | +27.8% | -4.5% |
| 6M | +21.5% | -55.0% | +76.5% | +25.1% |
| YTD | +20.3% | -0.2% | +20.6% | +19.4% |
| 1Y | +28.1% | +41.8% | -13.6% | +25.1% |
| 3Y | +51.6% | +864.6% | -813.0% | +37.1% |
| 5Y | -0.1% | +443.3% | -443.5% | -10.4% |
| All | -0.1% | +431.5% | -431.7% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling