+47.9%
SW vs INDA
+15.9%
+31.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -2.3% |
| 7D | +2.3% | +6.6% | -4.3% | -2.7% |
| 30D | +6.8% | +10.4% | -3.6% | -1.2% |
| 3M | -5.2% | +1.5% | -6.7% | -6.3% |
| 6M | +7.4% | +1.7% | +5.7% | +6.0% |
| YTD | +17.4% | -5.8% | +23.2% | +20.1% |
| 1Y | +27.1% | -5.1% | +32.2% | +29.4% |
| 3Y | +47.9% | +16.0% | +31.9% | +36.5% |
| All | +47.9% | +15.9% | +31.9% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling