+743.1%
SW vs APA
-54.5%
+797.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.9% | +10.9% | +4.4% |
| 7D | +12.1% | -13.0% | +25.0% | +12.8% |
| 30D | +6.6% | +2.0% | +4.6% | +6.4% |
| 3M | -6.0% | +24.9% | -30.9% | -7.4% |
| 6M | +21.5% | +7.2% | +14.3% | +20.4% |
| YTD | +20.3% | +87.1% | -66.8% | +14.5% |
| 1Y | +28.1% | +107.2% | -79.0% | +21.0% |
| 3Y | +51.6% | +24.7% | +26.9% | +45.1% |
| 5Y | -0.1% | +78.5% | -78.6% | -6.5% |
| 10Y | +189.7% | +2.3% | +187.4% | +159.4% |
| All | +743.1% | -54.5% | +797.5% | +740.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling