-5.7%
SW vs M
+24.8%
-30.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -3.0% |
| 7D | -2.6% | +2.4% | -4.9% | -3.0% |
| 30D | -7.5% | -11.6% | +4.1% | -5.6% |
| 3M | +10.3% | +1.6% | +8.7% | +10.0% |
| 6M | +5.4% | +25.2% | -19.8% | +1.7% |
| YTD | +17.9% | +3.8% | +14.1% | +16.9% |
| 1Y | -2.4% | +36.3% | -38.7% | -7.1% |
| 3Y | +28.7% | +116.3% | -87.6% | +13.5% |
| 5Y | -5.7% | +28.2% | -33.9% | -8.7% |
| All | -5.7% | +24.8% | -30.5% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling