+3.2%
SW vs AUR
-36.6%
+39.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -5.1% | +8.7% | -13.8% | -5.8% |
| 30D | -4.6% | -5.2% | +0.6% | -4.3% |
| 3M | +9.4% | -7.3% | +16.7% | +9.7% |
| 6M | +3.5% | +41.2% | -37.7% | +0.1% |
| YTD | +22.0% | +65.1% | -43.1% | +16.3% |
| 1Y | +2.2% | +13.4% | -11.2% | -0.1% |
| 3Y | +19.6% | +98.1% | -78.5% | +9.8% |
| 5Y | -2.3% | -36.0% | +33.7% | -8.1% |
| All | +3.2% | -36.6% | +39.8% | -3.8% |
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