+28.7%
SW vs AU
+34.7%
-6.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +5.9% | +1.6% |
| 7D | +2.2% | +15.3% | -13.1% | -1.1% |
| 30D | +7.4% | -0.3% | +7.8% | +7.1% |
| 3M | -5.9% | -2.9% | -3.0% | -6.1% |
| 6M | +9.0% | -10.7% | +19.7% | +9.3% |
| YTD | +18.1% | +14.0% | +4.1% | +12.8% |
| 1Y | +28.7% | +32.5% | -3.9% | +19.8% |
| All | +28.7% | +34.7% | -6.0% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling