+755.0%
SW vs CAPR
-99.6%
+854.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | -5.1% | -2.0% | -3.1% | -5.1% |
| 30D | -4.6% | +139.2% | -143.8% | -5.1% |
| 3M | +9.4% | -66.4% | +75.8% | +9.6% |
| 6M | +3.5% | -63.1% | +66.6% | +3.6% |
| YTD | +22.0% | -67.4% | +89.5% | +22.2% |
| 1Y | +2.2% | +58.2% | -56.0% | +0.4% |
| 3Y | +19.6% | +42.2% | -22.6% | +17.5% |
| 5Y | -2.3% | +87.3% | -89.6% | -4.1% |
| 10Y | +181.4% | -75.3% | +256.6% | +174.3% |
| All | +755.0% | -99.6% | +854.6% | +798.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling