+755.0%
SW vs COO
+621.0%
+134.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | -5.1% | -2.2% | -2.9% | -4.8% |
| 30D | -4.6% | -7.0% | +2.4% | -3.8% |
| 3M | +9.4% | +12.2% | -2.8% | +7.9% |
| 6M | +3.5% | -15.1% | +18.6% | +5.4% |
| YTD | +22.0% | -15.1% | +37.1% | +24.2% |
| 1Y | +2.2% | +2.3% | -0.1% | +2.1% |
| 3Y | +19.6% | -23.7% | +43.3% | +22.0% |
| 5Y | -2.3% | -38.9% | +36.6% | -0.1% |
| 10Y | +181.4% | +49.9% | +131.4% | +182.3% |
| All | +755.0% | +621.0% | +134.0% | +720.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling