-2.3%
SW vs FIVE
+31.2%
-33.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.2% |
| 7D | -5.1% | +4.3% | -9.4% | -6.0% |
| 30D | -4.6% | +12.5% | -17.1% | -7.1% |
| 3M | +9.4% | +31.2% | -21.9% | +3.1% |
| 6M | +3.5% | +14.4% | -10.9% | -0.3% |
| YTD | +22.0% | +33.9% | -11.9% | +13.4% |
| 1Y | +2.2% | +65.1% | -62.8% | -9.4% |
| 3Y | +19.6% | +49.0% | -29.4% | +0.2% |
| All | -2.3% | +31.2% | -33.6% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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