-2.6%
SW vs AUR
-56.9%
+54.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.4% | -10.4% | -1.7% |
| 7D | +2.3% | +1.1% | +1.2% | +2.2% |
| 30D | +6.8% | -22.9% | +29.7% | +8.7% |
| 3M | -5.2% | -35.0% | +29.8% | -2.4% |
| 6M | +7.4% | -39.3% | +46.8% | +10.9% |
| YTD | +17.4% | +14.8% | +2.6% | +14.8% |
| 1Y | +27.1% | +4.3% | +22.8% | +25.0% |
| 3Y | +47.9% | +125.0% | -77.1% | +37.0% |
| All | -2.6% | -56.9% | +54.3% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling