-0.1%
SW vs APD
+22.2%
-22.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.5% |
| 7D | +12.1% | +3.8% | +8.3% | +10.8% |
| 30D | +6.6% | +14.1% | -7.6% | +2.4% |
| 3M | -6.0% | +8.2% | -14.2% | -8.3% |
| 6M | +21.5% | +7.5% | +13.9% | +18.6% |
| YTD | +20.3% | +31.7% | -11.3% | +10.4% |
| 1Y | +28.1% | +35.1% | -6.9% | +16.3% |
| 3Y | +51.6% | +16.8% | +34.8% | +44.0% |
| 5Y | -0.1% | +19.4% | -19.5% | -20.0% |
| All | -0.1% | +22.2% | -22.3% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling