+19.6%
SW vs IT
-46.5%
+66.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +2.0% |
| 7D | -5.1% | -6.0% | +0.9% | -4.2% |
| 30D | -4.6% | 0.0% | -4.6% | -4.8% |
| 3M | +9.4% | +13.1% | -3.7% | +6.3% |
| 6M | +3.5% | +11.7% | -8.2% | +0.4% |
| YTD | +22.0% | -26.1% | +48.1% | +28.3% |
| 1Y | +2.2% | -21.3% | +23.5% | +5.3% |
| All | +19.6% | -46.5% | +66.1% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling