-0.1%
SW vs FDS
-17.9%
+17.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.2% | +3.5% |
| 7D | +12.1% | +9.4% | +2.6% | +10.1% |
| 30D | +6.6% | +23.8% | -17.2% | +2.2% |
| 3M | -6.0% | +25.1% | -31.1% | -10.3% |
| 6M | +21.5% | +53.8% | -32.3% | +10.4% |
| YTD | +20.3% | +19.6% | +0.8% | +16.7% |
| 1Y | +28.1% | +31.6% | -3.5% | +20.2% |
| 3Y | +51.6% | -20.0% | +71.6% | +62.7% |
| 5Y | -0.1% | -18.6% | +18.4% | +5.6% |
| All | -0.1% | -17.9% | +17.8% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling