-1.6%
SW vs ATI
+894.3%
-896.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | -0.2% |
| 7D | +4.7% | -3.8% | +8.5% | +5.4% |
| 30D | +5.0% | -13.5% | +18.5% | +8.0% |
| 3M | -7.3% | -17.9% | +10.6% | -4.0% |
| 6M | +15.0% | +8.4% | +6.6% | +11.4% |
| YTD | +18.5% | +46.7% | -28.2% | +7.5% |
| 1Y | +27.1% | +74.5% | -47.3% | +11.3% |
| 3Y | +49.3% | +303.7% | -254.4% | +9.0% |
| 5Y | -1.6% | +848.9% | -850.6% | -38.8% |
| All | -1.6% | +894.3% | -896.0% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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