-2.3%
SW vs AU
+668.7%
-671.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.5% |
| 7D | -5.1% | -3.6% | -1.5% | -4.7% |
| 30D | -4.6% | +23.9% | -28.5% | -6.8% |
| 3M | +9.4% | +19.1% | -9.7% | +7.0% |
| 6M | +3.5% | -0.2% | +3.7% | +2.3% |
| YTD | +22.0% | +32.5% | -10.4% | +18.1% |
| 1Y | +2.2% | +96.9% | -94.7% | -3.9% |
| 3Y | +19.6% | +614.7% | -595.1% | -0.5% |
| All | -2.3% | +668.7% | -671.0% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling