+147.8%
SW vs CP
+220.9%
-73.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -5.1% | -2.7% | -2.4% | -4.3% |
| 30D | -4.6% | +0.2% | -4.7% | -4.6% |
| 3M | +9.4% | +2.6% | +6.8% | +8.5% |
| 6M | +3.5% | +6.0% | -2.5% | +1.7% |
| YTD | +22.0% | +24.9% | -2.9% | +14.4% |
| 1Y | +2.2% | +20.1% | -17.9% | -3.0% |
| 3Y | +19.6% | +16.4% | +3.2% | +13.7% |
| 5Y | -2.3% | +31.7% | -34.1% | -9.8% |
| All | +147.8% | +220.9% | -73.1% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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