+725.7%
SW vs CP
+751.5%
-25.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | -2.6% | +2.4% | -5.0% | -2.9% |
| 30D | -7.5% | -0.5% | -7.0% | -7.4% |
| 3M | +10.3% | +1.4% | +8.9% | +10.1% |
| 6M | +5.4% | +10.3% | -4.9% | +4.1% |
| YTD | +17.9% | +24.3% | -6.4% | +14.8% |
| 1Y | -2.4% | +20.4% | -22.8% | -4.6% |
| 3Y | +28.7% | +21.8% | +6.9% | +25.6% |
| 5Y | -5.7% | +31.5% | -37.2% | -8.6% |
| 10Y | +139.3% | +223.2% | -83.9% | +120.7% |
| All | +725.7% | +751.5% | -25.8% | +738.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling