+743.1%
SW vs M
+109.9%
+633.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.6% | -3.5% | +3.5% |
| 7D | +12.1% | +8.3% | +3.8% | +11.4% |
| 30D | +6.6% | +14.2% | -7.6% | +5.5% |
| 3M | -6.0% | -1.1% | -4.9% | -6.0% |
| 6M | +21.5% | +36.6% | -15.1% | +18.8% |
| YTD | +20.3% | +19.8% | +0.5% | +18.7% |
| 1Y | +28.1% | +37.2% | -9.0% | +25.3% |
| 3Y | +51.6% | +124.5% | -72.9% | +43.1% |
| 5Y | -0.1% | +1.5% | -1.6% | -4.1% |
| 10Y | +189.7% | +7.8% | +181.9% | +164.1% |
| All | +743.1% | +109.9% | +633.2% | +766.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling