+147.8%
SW vs APD
+164.4%
-16.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | -5.1% | -2.2% | -2.9% | -4.5% |
| 30D | -4.6% | +2.1% | -6.7% | -5.2% |
| 3M | +9.4% | +7.2% | +2.2% | +7.2% |
| 6M | +3.5% | +11.2% | -7.7% | +0.3% |
| YTD | +22.0% | +24.4% | -2.4% | +14.5% |
| 1Y | +2.2% | +6.7% | -4.5% | -0.2% |
| 3Y | +19.6% | +9.2% | +10.3% | +15.2% |
| 5Y | -2.3% | +27.4% | -29.7% | -11.5% |
| All | +147.8% | +164.4% | -16.6% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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