+755.0%
SW vs CF
+500.1%
+254.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.3% |
| 7D | -5.1% | +6.0% | -11.1% | -5.2% |
| 30D | -4.6% | +14.8% | -19.4% | -4.7% |
| 3M | +9.4% | +14.1% | -4.7% | +9.2% |
| 6M | +3.5% | +28.5% | -25.0% | +2.8% |
| YTD | +22.0% | +74.9% | -52.9% | +20.3% |
| 1Y | +2.2% | +61.7% | -59.5% | +0.9% |
| 3Y | +19.6% | +80.3% | -60.7% | +17.6% |
| 5Y | -2.3% | +226.0% | -228.3% | -4.5% |
| 10Y | +181.4% | +569.9% | -388.5% | +174.2% |
| All | +755.0% | +500.1% | +254.9% | +816.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling