+147.8%
SW vs INDA
+83.0%
+64.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | -4.6% | -0.8% | -3.8% | -4.3% |
| 3M | +9.4% | +3.9% | +5.4% | +8.2% |
| 6M | +3.5% | -0.7% | +4.2% | +4.0% |
| YTD | +22.0% | -7.7% | +29.7% | +25.3% |
| 1Y | +2.2% | -5.1% | +7.3% | +4.0% |
| 3Y | +19.6% | +13.6% | +6.0% | +15.4% |
| 5Y | -2.3% | +7.8% | -10.1% | -4.8% |
| All | +147.8% | +83.0% | +64.8% | +100.0% |
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