+147.8%
SW vs KEY
+168.7%
-21.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -5.1% | +2.2% | -7.3% | -5.5% |
| 30D | -4.6% | -3.0% | -1.6% | -4.1% |
| 3M | +9.4% | +3.3% | +6.1% | +8.8% |
| 6M | +3.5% | +9.2% | -5.7% | +2.1% |
| YTD | +22.0% | +10.6% | +11.4% | +19.9% |
| 1Y | +2.2% | +20.4% | -18.2% | -1.0% |
| 3Y | +19.6% | +121.8% | -102.3% | +6.0% |
| 5Y | -2.3% | +41.1% | -43.5% | -10.1% |
| All | +147.8% | +168.7% | -21.0% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling