+729.6%
SW vs AMCR
+106.4%
+623.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -5.1% | -1.9% | -3.2% | -4.6% |
| 30D | -4.6% | -4.1% | -0.5% | -3.4% |
| 3M | +9.4% | +21.7% | -12.3% | +4.2% |
| 6M | +3.5% | +1.5% | +2.0% | +3.1% |
| YTD | +22.0% | +13.1% | +8.9% | +18.8% |
| 1Y | +2.2% | +16.5% | -14.3% | -1.0% |
| 3Y | +19.6% | +10.3% | +9.3% | +17.2% |
| 5Y | -2.3% | -7.7% | +5.3% | -2.3% |
| 10Y | +181.4% | +24.6% | +156.7% | +167.6% |
| All | +729.6% | +106.4% | +623.1% | +651.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling