-2.7%
SW vs AUR
-56.5%
+53.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.5% |
| 7D | -3.0% | +7.9% | -10.9% | -3.6% |
| 30D | +4.2% | -18.5% | +22.7% | +5.5% |
| 3M | -11.5% | -36.7% | +25.2% | -8.7% |
| 6M | +8.6% | -39.8% | +48.4% | +12.1% |
| YTD | +15.0% | +13.3% | +1.7% | +12.5% |
| 1Y | +25.7% | +2.8% | +22.8% | +23.7% |
| 3Y | +44.8% | +139.7% | -94.9% | +34.0% |
| 5Y | -1.7% | -56.5% | +54.8% | -5.1% |
| All | -2.7% | -56.5% | +53.8% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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