-0.1%
SW vs CAPR
+132.3%
-132.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.1% |
| 6M | +21.5% | -73.4% | +94.8% | +22.3% |
| YTD | +20.3% | -69.1% | +89.4% | +20.8% |
| 1Y | +28.1% | +47.2% | -19.0% | +22.1% |
| 3Y | +51.6% | +210.8% | -159.2% | +46.4% |
| 5Y | -0.1% | +134.1% | -134.3% | -5.4% |
| All | -0.1% | +132.3% | -132.4% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling