+26.5%
SW vs BR
-11.9%
+38.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -2.6% | +1.9% | -4.4% | -3.0% |
| 30D | +7.2% | +15.9% | -8.7% | +4.0% |
| 3M | -10.5% | +13.7% | -24.1% | -12.9% |
| 6M | +9.9% | +31.0% | -21.1% | +3.7% |
| YTD | +17.2% | -12.0% | +29.2% | +29.1% |
| 1Y | +26.5% | -11.5% | +38.0% | +37.6% |
| All | +26.5% | -11.9% | +38.4% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling