+19.6%
SW vs APA
+5.6%
+14.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.7% |
| 7D | -5.1% | +0.5% | -5.6% | -5.2% |
| 30D | -4.6% | +23.4% | -28.0% | -7.7% |
| 3M | +9.4% | +12.7% | -3.3% | +7.0% |
| 6M | +3.5% | +39.4% | -35.9% | -6.4% |
| YTD | +22.0% | +79.0% | -56.9% | +2.5% |
| 1Y | +2.2% | +88.8% | -86.6% | -16.1% |
| All | +19.6% | +5.6% | +14.0% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling