+49.3%
SW vs BR
+15.4%
+33.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -4.0% | -2.4% |
| 7D | +4.7% | +8.9% | -4.2% | +1.4% |
| 30D | +5.0% | +22.2% | -17.2% | -2.6% |
| 3M | -7.3% | +19.4% | -26.7% | -13.6% |
| 6M | +15.0% | +29.1% | -14.1% | +3.6% |
| YTD | +18.5% | -11.5% | +30.0% | +27.2% |
| 1Y | +27.1% | -9.3% | +36.4% | +34.6% |
| All | +49.3% | +15.4% | +33.9% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling