+27.1%
SW vs INDA
-7.4%
+34.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.7% | +5.5% | -0.8% | -1.6% |
| 30D | +5.0% | +7.0% | -2.0% | -2.9% |
| 3M | -7.3% | -0.6% | -6.8% | -6.5% |
| 6M | +15.0% | +1.7% | +13.2% | +13.0% |
| YTD | +18.5% | -7.5% | +26.0% | +17.5% |
| 1Y | +27.1% | -7.9% | +35.0% | +26.1% |
| All | +27.1% | -7.4% | +34.5% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling