+189.7%
SW vs CP
+265.2%
-75.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +3.0% |
| 7D | +12.1% | +5.6% | +6.5% | +10.2% |
| 30D | +6.6% | +10.0% | -3.5% | +3.5% |
| 3M | -6.0% | +4.4% | -10.4% | -7.2% |
| 6M | +21.5% | +14.1% | +7.4% | +16.7% |
| YTD | +20.3% | +29.1% | -8.7% | +11.7% |
| 1Y | +28.1% | +34.6% | -6.4% | +17.7% |
| 3Y | +51.6% | +29.8% | +21.8% | +40.5% |
| 5Y | -0.1% | +28.7% | -28.8% | -7.8% |
| 10Y | +189.7% | +267.3% | -77.6% | +122.3% |
| All | +189.7% | +265.2% | -75.5% | +122.3% |
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