+743.1%
SW vs COO
+567.5%
+175.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.9% | -1.8% | +3.4% |
| 7D | +12.1% | +8.4% | +3.6% | +11.0% |
| 30D | +6.6% | +13.5% | -6.9% | +5.0% |
| 3M | -6.0% | -13.8% | +7.7% | -4.6% |
| 6M | +21.5% | +4.7% | +16.8% | +20.6% |
| YTD | +20.3% | -21.4% | +41.7% | +23.4% |
| 1Y | +28.1% | -6.7% | +34.9% | +29.1% |
| 3Y | +51.6% | -23.0% | +74.6% | +54.9% |
| 5Y | -0.1% | -38.7% | +38.6% | +2.6% |
| 10Y | +189.7% | +46.8% | +143.0% | +192.6% |
| All | +743.1% | +567.5% | +175.6% | +714.8% |
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