-1.6%
SW vs FTI
+732.9%
-734.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.9% |
| 7D | +4.7% | -8.0% | +12.7% | +5.7% |
| 30D | +5.0% | -11.9% | +16.9% | +6.5% |
| 3M | -7.3% | -11.0% | +3.7% | -6.3% |
| 6M | +15.0% | -17.8% | +32.8% | +17.3% |
| YTD | +18.5% | +38.5% | -20.0% | +11.5% |
| 1Y | +27.1% | +45.9% | -18.8% | +18.6% |
| 3Y | +49.3% | +181.8% | -132.5% | +27.6% |
| 5Y | -1.6% | +748.6% | -750.3% | -28.5% |
| All | -1.6% | +732.9% | -734.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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