-2.3%
SW vs CP
+32.0%
-34.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.1% |
| 7D | -5.1% | -2.7% | -2.4% | -3.9% |
| 30D | -4.6% | +0.2% | -4.7% | -4.6% |
| 3M | +9.4% | +2.6% | +6.8% | +8.0% |
| 6M | +3.5% | +6.0% | -2.5% | +0.6% |
| YTD | +22.0% | +24.9% | -2.9% | +10.2% |
| 1Y | +2.2% | +20.1% | -17.9% | -6.1% |
| 3Y | +19.6% | +16.4% | +3.2% | +9.7% |
| All | -2.3% | +32.0% | -34.4% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling