+182.7%
SW vs AU
+733.6%
-550.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.2% |
| 7D | +2.3% | +16.5% | -14.2% | +1.4% |
| 30D | +6.8% | +3.3% | +3.5% | +6.5% |
| 3M | -5.2% | +6.8% | -12.0% | -5.7% |
| 6M | +7.4% | -3.9% | +11.4% | +7.3% |
| YTD | +17.4% | +12.9% | +4.5% | +16.3% |
| 1Y | +27.1% | +43.5% | -16.4% | +24.9% |
| 3Y | +47.9% | +445.5% | -397.7% | +37.2% |
| 5Y | -2.6% | +469.0% | -471.5% | -10.6% |
| All | +182.7% | +733.6% | -550.9% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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