+189.7%
SW vs AR
+51.1%
+138.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.3% | +10.3% | +4.4% |
| 7D | +12.1% | -11.1% | +23.2% | +12.7% |
| 30D | +6.6% | +7.9% | -1.3% | +6.1% |
| 3M | -6.0% | +4.9% | -10.9% | -6.4% |
| 6M | +21.5% | -5.3% | +26.8% | +21.5% |
| YTD | +20.3% | +8.6% | +11.7% | +19.1% |
| 1Y | +28.1% | +13.7% | +14.5% | +26.4% |
| 3Y | +51.6% | +22.8% | +28.8% | +48.3% |
| 5Y | -0.1% | +82.0% | -82.1% | -3.8% |
| 10Y | +189.7% | +51.8% | +137.9% | +209.5% |
| All | +189.7% | +51.1% | +138.6% | +209.5% |
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