-1.6%
SW vs INDA
+7.4%
-9.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.7% | +5.5% | -0.8% | +0.6% |
| 30D | +5.0% | +7.0% | -2.0% | -0.1% |
| 3M | -7.3% | -0.6% | -6.8% | -6.9% |
| 6M | +15.0% | +1.7% | +13.2% | +14.0% |
| YTD | +18.5% | -7.5% | +26.0% | +24.5% |
| 1Y | +27.1% | -7.9% | +35.0% | +33.8% |
| 3Y | +49.3% | +14.1% | +35.2% | +34.0% |
| 5Y | -1.6% | +7.4% | -9.1% | -12.5% |
| All | -1.6% | +7.4% | -9.0% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling