+743.1%
SW vs FDS
+547.8%
+195.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.2% | +3.7% |
| 7D | +12.1% | +9.4% | +2.6% | +10.8% |
| 30D | +6.6% | +23.8% | -17.2% | +3.6% |
| 3M | -6.0% | +25.1% | -31.1% | -8.8% |
| 6M | +21.5% | +53.8% | -32.3% | +14.2% |
| YTD | +20.3% | +19.6% | +0.8% | +16.5% |
| 1Y | +28.1% | +31.6% | -3.5% | +22.3% |
| 3Y | +51.6% | -20.0% | +71.6% | +54.0% |
| 5Y | -0.1% | -18.6% | +18.4% | +0.8% |
| 10Y | +189.7% | +149.8% | +40.0% | +159.4% |
| All | +743.1% | +547.8% | +195.2% | +582.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling