+27.1%
SW vs M
+28.8%
-1.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | +1.0% |
| 7D | +4.7% | -2.1% | +6.8% | +5.4% |
| 30D | +5.0% | +7.7% | -2.7% | +1.4% |
| 3M | -7.3% | -4.4% | -3.0% | -5.8% |
| 6M | +15.0% | +27.5% | -12.5% | +2.8% |
| YTD | +18.5% | +12.8% | +5.8% | +11.7% |
| 1Y | +27.1% | +20.7% | +6.4% | +15.8% |
| All | +27.1% | +28.8% | -1.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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