+184.4%
SW vs AU
+750.1%
-565.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +5.9% | +0.7% |
| 7D | +2.2% | +15.3% | -13.1% | +1.3% |
| 30D | +7.4% | -0.3% | +7.8% | +7.3% |
| 3M | -5.9% | -2.9% | -3.0% | -5.9% |
| 6M | +9.0% | -10.7% | +19.7% | +9.1% |
| YTD | +18.1% | +14.0% | +4.1% | +16.9% |
| 1Y | +28.7% | +32.5% | -3.9% | +26.7% |
| 3Y | +48.8% | +557.9% | -509.2% | +37.4% |
| 5Y | +2.5% | +441.0% | -438.6% | -6.1% |
| 10Y | +184.4% | +816.9% | -632.5% | +146.0% |
| All | +184.4% | +750.1% | -565.6% | +146.0% |
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