+183.3%
SW vs INDA
+104.1%
+79.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +1.8% | +6.1% | -4.3% | -0.3% |
| 30D | +7.0% | +11.7% | -4.7% | +2.9% |
| 3M | -7.6% | +2.1% | -9.7% | -8.3% |
| 6M | +8.5% | +3.2% | +5.4% | +7.6% |
| YTD | +17.7% | -4.9% | +22.5% | +19.6% |
| 1Y | +27.1% | -4.4% | +31.4% | +28.9% |
| 3Y | +48.2% | +17.6% | +30.6% | +41.4% |
| 5Y | -2.3% | +9.9% | -12.2% | -5.7% |
| 10Y | +183.3% | +102.7% | +80.6% | +121.5% |
| All | +183.3% | +104.1% | +79.3% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling