+743.1%
SW vs APD
+427.8%
+315.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.7% |
| 7D | +12.1% | +3.8% | +8.3% | +11.3% |
| 30D | +6.6% | +14.1% | -7.6% | +4.1% |
| 3M | -6.0% | +8.2% | -14.2% | -7.3% |
| 6M | +21.5% | +7.5% | +13.9% | +19.8% |
| YTD | +20.3% | +31.7% | -11.3% | +14.6% |
| 1Y | +28.1% | +35.1% | -6.9% | +21.4% |
| 3Y | +51.6% | +16.8% | +34.8% | +46.6% |
| 5Y | -0.1% | +19.4% | -19.5% | -4.8% |
| 10Y | +189.7% | +203.5% | -13.8% | +146.0% |
| All | +743.1% | +427.8% | +315.3% | +565.2% |
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