+185.4%
SW vs FDS
+144.4%
+41.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +4.7% | +6.4% | -1.7% | +3.6% |
| 30D | +5.0% | +25.2% | -20.2% | +1.2% |
| 3M | -7.3% | +22.9% | -30.3% | -10.6% |
| 6M | +15.0% | +56.5% | -41.5% | +5.9% |
| YTD | +18.5% | +19.0% | -0.4% | +14.3% |
| 1Y | +27.1% | +32.7% | -5.6% | +19.7% |
| 3Y | +49.3% | -20.4% | +69.7% | +54.0% |
| 5Y | -1.6% | -19.6% | +18.0% | +0.6% |
| All | +185.4% | +144.4% | +41.0% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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