-2.3%
SW vs GEN
+24.6%
-27.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.7% |
| 7D | -5.1% | -1.2% | -3.9% | -4.9% |
| 30D | -4.6% | +10.1% | -14.7% | -6.5% |
| 3M | +9.4% | +16.1% | -6.7% | +6.0% |
| 6M | +3.5% | +38.9% | -35.3% | -3.8% |
| YTD | +22.0% | +14.4% | +7.6% | +18.2% |
| 1Y | +2.2% | +5.9% | -3.7% | +0.5% |
| 3Y | +19.6% | +58.8% | -39.2% | +12.7% |
| All | -2.3% | +24.6% | -27.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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