+185.4%
SW vs APA
-2.5%
+187.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | +4.7% | -15.6% | +20.2% | +5.9% |
| 30D | +5.0% | -0.9% | +5.9% | +4.9% |
| 3M | -7.3% | +26.1% | -33.4% | -9.3% |
| 6M | +15.0% | +6.1% | +8.9% | +13.7% |
| YTD | +18.5% | +82.8% | -64.3% | +10.8% |
| 1Y | +27.1% | +106.5% | -79.3% | +17.4% |
| 3Y | +49.3% | +21.9% | +27.4% | +40.8% |
| 5Y | -1.6% | +69.7% | -71.3% | -10.0% |
| All | +185.4% | -2.5% | +187.9% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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