+743.1%
SW vs GEN
+329.1%
+414.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.0% | +0.1% | +3.7% |
| 7D | +12.1% | +26.9% | -14.8% | +9.5% |
| 30D | +6.6% | +38.6% | -32.1% | +3.2% |
| 3M | -6.0% | +9.7% | -15.8% | -7.1% |
| 6M | +21.5% | +58.9% | -37.4% | +15.8% |
| YTD | +20.3% | +15.3% | +5.0% | +18.0% |
| 1Y | +28.1% | +21.8% | +6.4% | +25.0% |
| 3Y | +51.6% | +85.8% | -34.2% | +44.3% |
| 5Y | -0.1% | +37.4% | -37.5% | -4.1% |
| 10Y | +189.7% | +174.0% | +15.7% | +162.1% |
| All | +743.1% | +329.1% | +414.0% | +663.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling