-0.1%
SW vs CF
+111.0%
-111.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.4% | +8.5% | +4.1% |
| 7D | +12.1% | -6.9% | +18.9% | +12.0% |
| 30D | +6.6% | -3.7% | +10.3% | +6.5% |
| 3M | -6.0% | -5.0% | -1.1% | -6.1% |
| 6M | +21.5% | -10.5% | +31.9% | +21.4% |
| YTD | +20.3% | +46.5% | -26.2% | +14.8% |
| 1Y | +28.1% | +34.8% | -6.7% | +23.0% |
| 3Y | +51.6% | +46.7% | +4.9% | +43.6% |
| 5Y | -0.1% | +112.0% | -112.1% | +3.6% |
| All | -0.1% | +111.0% | -111.1% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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