+725.7%
SW vs APD
+392.8%
+332.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.2% |
| 7D | -2.6% | -2.5% | -0.1% | -2.1% |
| 30D | -7.5% | -1.9% | -5.6% | -7.2% |
| 3M | +10.3% | +8.2% | +2.0% | +8.7% |
| 6M | +5.4% | +10.7% | -5.3% | +3.5% |
| YTD | +17.9% | +22.9% | -5.1% | +13.6% |
| 1Y | -2.4% | +5.8% | -8.2% | -3.6% |
| 3Y | +28.7% | +7.8% | +20.9% | +26.1% |
| 5Y | -5.7% | +26.1% | -31.8% | -10.5% |
| 10Y | +139.3% | +163.7% | -24.4% | +106.7% |
| All | +725.7% | +392.8% | +332.9% | +559.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling