+730.4%
SW vs BR
+1,151.7%
-421.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -4.0% | -1.9% |
| 7D | +4.7% | +8.9% | -4.2% | +3.2% |
| 30D | +5.0% | +22.2% | -17.2% | +1.7% |
| 3M | -7.3% | +19.4% | -26.7% | -10.0% |
| 6M | +15.0% | +29.1% | -14.1% | +10.2% |
| YTD | +18.5% | -11.5% | +30.0% | +20.1% |
| 1Y | +27.1% | -9.3% | +36.4% | +28.3% |
| 3Y | +49.3% | +15.6% | +33.7% | +46.4% |
| 5Y | -1.6% | +22.1% | -23.8% | -4.9% |
| 10Y | +185.4% | +260.8% | -75.4% | +150.9% |
| All | +730.4% | +1,151.7% | -421.3% | +576.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling