+19.0%
SW vs COMP
-56.6%
+75.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.7% | -0.7% |
| 7D | +4.7% | -1.8% | +6.5% | +4.8% |
| 30D | +5.0% | -0.8% | +5.8% | +5.0% |
| 3M | -7.3% | -28.1% | +20.8% | -4.4% |
| 6M | +15.0% | +27.0% | -12.0% | +11.9% |
| YTD | +18.5% | -12.8% | +31.3% | +18.3% |
| 1Y | +27.1% | +4.9% | +22.2% | +24.8% |
| 3Y | +49.3% | +321.0% | -271.7% | +29.3% |
| 5Y | -1.6% | -25.6% | +23.9% | -17.1% |
| All | +19.0% | -56.6% | +75.6% | -10.0% |
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