+131.8%
SW vs FND
+76.6%
+55.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.9% | -6.8% | +2.1% |
| 7D | +12.1% | +12.3% | -0.3% | +9.6% |
| 30D | +6.6% | +14.7% | -8.2% | +3.8% |
| 3M | -6.0% | -12.0% | +6.0% | -4.1% |
| 6M | +21.5% | +10.8% | +10.7% | +19.2% |
| YTD | +20.3% | -12.3% | +32.6% | +22.3% |
| 1Y | +28.1% | -13.4% | +41.5% | +30.4% |
| 3Y | +51.6% | -33.9% | +85.5% | +59.6% |
| 5Y | -0.1% | -62.7% | +62.6% | +7.6% |
| All | +131.8% | +76.6% | +55.2% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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