+27.1%
SW vs IT
-20.0%
+47.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.5% |
| 7D | +2.3% | -16.9% | +19.2% | +4.2% |
| 30D | +6.8% | +2.3% | +4.5% | +6.4% |
| 3M | -5.2% | +2.9% | -8.1% | -5.9% |
| 6M | +7.4% | +25.9% | -18.4% | +3.8% |
| YTD | +17.4% | -24.6% | +42.0% | +23.8% |
| 1Y | +27.1% | -16.0% | +43.1% | +25.3% |
| All | +27.1% | -20.0% | +47.1% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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