+51.6%
SW vs CAPR
+211.9%
-160.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.3% | -4.2% | +4.0% |
| 7D | +12.1% | +43.2% | -31.1% | +11.5% |
| 30D | +6.6% | +14.7% | -8.1% | +6.3% |
| 3M | -6.0% | +113.9% | -119.9% | -7.3% |
| 6M | +21.5% | -73.4% | +94.8% | +22.5% |
| YTD | +20.3% | -69.1% | +89.4% | +20.8% |
| 1Y | +28.1% | +47.2% | -19.0% | +20.9% |
| All | +51.6% | +211.9% | -160.3% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling