+185.4%
SW vs APD
+190.3%
-4.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.7% |
| 7D | +4.7% | -0.7% | +5.4% | +4.9% |
| 30D | +5.0% | +10.1% | -5.1% | +2.3% |
| 3M | -7.3% | +4.9% | -12.2% | -8.6% |
| 6M | +15.0% | +2.5% | +12.5% | +14.0% |
| YTD | +18.5% | +27.8% | -9.3% | +10.5% |
| 1Y | +27.1% | +32.9% | -5.7% | +17.0% |
| 3Y | +49.3% | +13.4% | +35.9% | +42.7% |
| 5Y | -1.6% | +12.8% | -14.5% | -8.0% |
| All | +185.4% | +190.3% | -4.9% | +108.4% |
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