+147.8%
SW vs COO
+49.3%
+98.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.6% |
| 7D | -5.1% | -2.2% | -2.9% | -4.6% |
| 30D | -4.6% | -7.0% | +2.4% | -2.9% |
| 3M | +9.4% | +12.2% | -2.8% | +6.2% |
| 6M | +3.5% | -15.1% | +18.6% | +7.6% |
| YTD | +22.0% | -15.1% | +37.1% | +26.9% |
| 1Y | +2.2% | +2.3% | -0.1% | +1.8% |
| 3Y | +19.6% | -23.7% | +43.3% | +24.9% |
| 5Y | -2.3% | -38.9% | +36.6% | +2.8% |
| All | +147.8% | +49.3% | +98.5% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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