+755.0%
SW vs APA
-56.4%
+811.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.4% |
| 7D | -5.1% | +0.5% | -5.6% | -5.1% |
| 30D | -4.6% | +23.4% | -28.0% | -5.8% |
| 3M | +9.4% | +12.7% | -3.3% | +8.4% |
| 6M | +3.5% | +39.4% | -35.9% | +0.6% |
| YTD | +22.0% | +79.0% | -56.9% | +16.5% |
| 1Y | +2.2% | +88.8% | -86.6% | -2.9% |
| 3Y | +19.6% | +6.4% | +13.2% | +15.4% |
| 5Y | -2.3% | +153.0% | -155.3% | -9.5% |
| 10Y | +181.4% | +7.5% | +173.8% | +152.6% |
| All | +755.0% | -56.4% | +811.4% | +755.6% |
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