+730.4%
SW vs AU
+250.9%
+479.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | +4.7% | +4.1% | +0.6% | +4.5% |
| 30D | +5.0% | -5.3% | +10.3% | +5.2% |
| 3M | -7.3% | +0.6% | -7.9% | -7.4% |
| 6M | +15.0% | -0.8% | +15.7% | +14.8% |
| YTD | +18.5% | +7.6% | +11.0% | +18.0% |
| 1Y | +27.1% | +38.2% | -11.1% | +25.8% |
| 3Y | +49.3% | +417.9% | -368.6% | +42.3% |
| 5Y | -1.6% | +441.9% | -443.5% | -6.9% |
| 10Y | +185.4% | +660.3% | -474.9% | +164.5% |
| All | +730.4% | +250.9% | +479.4% | +630.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling