+47.9%
SW vs BR
+13.3%
+34.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | +2.3% | +6.5% | -4.2% | -0.1% |
| 30D | +6.8% | +18.9% | -12.1% | 0.0% |
| 3M | -5.2% | +16.3% | -21.5% | -10.7% |
| 6M | +7.4% | +26.2% | -18.8% | -2.4% |
| YTD | +17.4% | -13.1% | +30.5% | +26.9% |
| 1Y | +27.1% | -10.5% | +37.5% | +35.1% |
| 3Y | +47.9% | +13.3% | +34.5% | +43.9% |
| All | +47.9% | +13.3% | +34.6% | +43.9% |
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