+20.8%
SW vs COMP
-52.8%
+73.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.7% | -3.6% | +3.3% |
| 7D | +12.1% | +9.5% | +2.6% | +11.0% |
| 30D | +6.6% | +8.1% | -1.5% | +5.6% |
| 3M | -6.0% | -16.3% | +10.3% | -4.5% |
| 6M | +21.5% | +42.2% | -20.7% | +17.0% |
| YTD | +20.3% | -5.0% | +25.3% | +19.1% |
| 1Y | +28.1% | +20.1% | +8.1% | +24.2% |
| 3Y | +51.6% | +358.4% | -306.8% | +30.2% |
| 5Y | -0.1% | -21.9% | +21.8% | -16.9% |
| All | +20.8% | -52.8% | +73.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling