+185.4%
SW vs AR
+45.5%
+139.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.4% |
| 7D | +4.7% | -11.7% | +16.4% | +5.3% |
| 30D | +5.0% | +1.8% | +3.2% | +4.8% |
| 3M | -7.3% | +6.0% | -13.3% | -7.7% |
| 6M | +15.0% | -7.0% | +22.0% | +15.1% |
| YTD | +18.5% | +5.6% | +12.9% | +17.4% |
| 1Y | +27.1% | +10.8% | +16.3% | +25.6% |
| 3Y | +49.3% | +19.3% | +30.0% | +46.3% |
| 5Y | -1.6% | +73.3% | -75.0% | -5.1% |
| All | +185.4% | +45.5% | +139.9% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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