+182.7%
SW vs CAG
-38.1%
+220.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +2.3% | +5.8% | -3.5% | +1.6% |
| 30D | +6.8% | +16.4% | -9.6% | +4.8% |
| 3M | -5.2% | +3.8% | -9.0% | -5.7% |
| 6M | +7.4% | +10.8% | -3.4% | +6.0% |
| YTD | +17.4% | -5.8% | +23.2% | +17.9% |
| 1Y | +27.1% | -2.4% | +29.5% | +27.3% |
| 3Y | +47.9% | -33.4% | +81.3% | +51.6% |
| 5Y | -2.6% | -39.4% | +36.9% | -0.3% |
| All | +182.7% | -38.1% | +220.8% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling