+0.3%
SW vs AUR
-59.7%
+60.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +4.7% | -8.5% | +13.2% | +5.4% |
| 30D | +5.0% | -29.9% | +34.9% | +7.7% |
| 3M | -7.3% | -39.8% | +32.4% | -4.0% |
| 6M | +15.0% | -38.3% | +53.3% | +18.6% |
| YTD | +18.5% | +4.9% | +13.6% | +16.7% |
| 1Y | +27.1% | -9.6% | +36.8% | +26.4% |
| 3Y | +49.3% | +100.5% | -51.2% | +39.6% |
| 5Y | -1.6% | -59.7% | +58.0% | -4.3% |
| All | +0.3% | -59.7% | +60.0% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling