+185.4%
SW vs CAPR
-69.9%
+255.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.5% |
| 7D | +4.7% | +29.7% | -25.1% | +4.5% |
| 30D | +5.0% | +11.0% | -6.0% | +4.9% |
| 3M | -7.3% | +118.8% | -126.2% | -7.8% |
| 6M | +15.0% | -73.9% | +88.9% | +15.3% |
| YTD | +18.5% | -70.2% | +88.7% | +18.7% |
| 1Y | +27.1% | +38.3% | -11.1% | +24.6% |
| 3Y | +49.3% | +199.7% | -150.3% | +47.4% |
| 5Y | -1.6% | +130.6% | -132.2% | -2.9% |
| All | +185.4% | -69.9% | +255.3% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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