-2.3%
SW vs AUR
-55.5%
+53.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | -0.2% |
| 7D | +1.8% | +9.9% | -8.1% | +1.0% |
| 30D | +7.0% | -20.2% | +27.3% | +8.6% |
| 3M | -7.6% | -34.1% | +26.5% | -5.0% |
| 6M | +8.5% | -34.3% | +42.9% | +11.3% |
| YTD | +17.7% | +21.1% | -3.4% | +14.5% |
| 1Y | +27.1% | +7.6% | +19.4% | +24.6% |
| 3Y | +48.2% | +159.8% | -111.6% | +36.3% |
| 5Y | -2.3% | -53.9% | +51.5% | -6.4% |
| All | -2.3% | -55.5% | +53.2% | -6.4% |
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