+51.6%
SW vs COMP
+346.2%
-294.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.7% | -3.6% | +2.9% |
| 7D | +12.1% | +9.5% | +2.6% | +10.5% |
| 30D | +6.6% | +8.1% | -1.5% | +5.2% |
| 3M | -6.0% | -16.3% | +10.3% | -3.8% |
| 6M | +21.5% | +42.2% | -20.7% | +15.1% |
| YTD | +20.3% | -5.0% | +25.3% | +17.7% |
| 1Y | +28.1% | +20.1% | +8.1% | +21.9% |
| All | +51.6% | +346.2% | -294.7% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling