+755.0%
SW vs BEN
+88.6%
+666.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.3% | +0.7% |
| 7D | -5.1% | +0.2% | -5.3% | -5.1% |
| 30D | -4.6% | -0.5% | -4.0% | -4.5% |
| 3M | +9.4% | +9.7% | -0.3% | +7.9% |
| 6M | +3.5% | +33.9% | -30.4% | -0.8% |
| YTD | +22.0% | +49.0% | -26.9% | +15.2% |
| 1Y | +2.2% | +42.1% | -39.9% | -2.9% |
| 3Y | +19.6% | +51.9% | -32.3% | +11.6% |
| 5Y | -2.3% | +39.0% | -41.4% | -8.8% |
| 10Y | +181.4% | +57.9% | +123.5% | +153.2% |
| All | +755.0% | +88.6% | +666.4% | +702.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling