+11.0%
SW vs IRE
-84.4%
+95.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.0% | -12.7% | +1.0% |
| 7D | -5.1% | +54.8% | -59.9% | -6.1% |
| 30D | -4.6% | +18.4% | -23.0% | -5.2% |
| 3M | +9.4% | -66.7% | +76.1% | +12.0% |
| 6M | +3.5% | -52.3% | +55.8% | +3.6% |
| YTD | +22.0% | -52.3% | +74.3% | +19.3% |
| All | +11.0% | -84.4% | +95.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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