+147.8%
SW vs APA
+7.4%
+140.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.5% |
| 7D | -5.1% | +0.5% | -5.6% | -5.2% |
| 30D | -4.6% | +23.4% | -28.0% | -6.2% |
| 3M | +9.4% | +12.7% | -3.3% | +8.0% |
| 6M | +3.5% | +39.4% | -35.9% | -0.4% |
| YTD | +22.0% | +79.0% | -56.9% | +14.6% |
| 1Y | +2.2% | +88.8% | -86.6% | -4.7% |
| 3Y | +19.6% | +6.4% | +13.2% | +13.9% |
| 5Y | -2.3% | +153.0% | -155.3% | -12.3% |
| All | +147.8% | +7.4% | +140.4% | +111.3% |
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