+7.4%
SW vs BEN
+11.0%
-3.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.7% | -3.2% |
| 7D | +2.3% | +6.6% | -4.3% | -1.1% |
| 30D | +6.8% | +3.8% | +2.9% | +4.7% |
| 3M | -5.2% | +0.2% | -5.4% | -5.0% |
| 6M | +7.4% | +10.4% | -3.0% | +0.5% |
| All | +7.4% | +11.0% | -3.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 6mo: compounded portfolio wealth divided by compounded BEN 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…
6mo analysis · Full analysis span regression · 6 months rolling