+147.8%
SW vs MDY
+171.9%
-24.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -4.6% | -1.5% | -3.1% | -3.8% |
| 3M | +9.4% | +0.8% | +8.6% | +9.3% |
| 6M | +3.5% | +7.4% | -3.9% | +0.6% |
| YTD | +22.0% | +15.2% | +6.8% | +14.8% |
| 1Y | +2.2% | +16.5% | -14.3% | -4.2% |
| 3Y | +19.6% | +46.8% | -27.2% | +3.0% |
| 5Y | -2.3% | +46.0% | -48.4% | -16.7% |
| All | +147.8% | +171.9% | -24.1% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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