+147.8%
SW vs CAG
-36.9%
+184.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -5.1% | -3.8% | -1.3% | -4.7% |
| 30D | -4.6% | +3.1% | -7.7% | -4.9% |
| 3M | +9.4% | +23.5% | -14.1% | +6.9% |
| 6M | +3.5% | -14.8% | +18.4% | +5.1% |
| YTD | +22.0% | -5.4% | +27.5% | +22.6% |
| 1Y | +2.2% | -11.8% | +14.0% | +3.3% |
| 3Y | +19.6% | -36.7% | +56.2% | +23.2% |
| 5Y | -2.3% | -40.3% | +37.9% | +0.2% |
| All | +147.8% | -36.9% | +184.7% | +140.3% |
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