+51.6%
SW vs CG
+58.6%
-7.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.5% | -0.4% | +2.2% |
| 7D | +12.1% | +9.4% | +2.6% | +8.0% |
| 30D | +6.6% | +8.7% | -2.2% | +2.8% |
| 3M | -6.0% | -15.0% | +9.0% | +0.2% |
| 6M | +21.5% | -13.2% | +34.7% | +28.1% |
| YTD | +20.3% | -26.2% | +46.5% | +34.4% |
| 1Y | +28.1% | -14.1% | +42.3% | +33.9% |
| All | +51.6% | +58.6% | -7.1% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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