+51.6%
SW vs FDS
-19.8%
+71.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.2% | +3.6% |
| 7D | +12.1% | +9.4% | +2.6% | +10.6% |
| 30D | +6.6% | +23.8% | -17.2% | +3.2% |
| 3M | -6.0% | +25.1% | -31.1% | -9.3% |
| 6M | +21.5% | +53.8% | -32.3% | +13.4% |
| YTD | +20.3% | +19.6% | +0.8% | +19.8% |
| 1Y | +28.1% | +31.6% | -3.5% | +23.4% |
| All | +51.6% | -19.8% | +71.4% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling