+21.5%
SW vs APA
+10.9%
+10.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.9% | +10.9% | +1.0% |
| 7D | +12.1% | -13.0% | +25.0% | +5.8% |
| 30D | +6.6% | +2.0% | +4.6% | +8.7% |
| 3M | -6.0% | +24.9% | -30.9% | +8.4% |
| 6M | +21.5% | +7.2% | +14.3% | +30.0% |
| All | +21.5% | +10.9% | +10.6% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling