+182.7%
SW vs MDY
+171.7%
+11.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.3% |
| 7D | +2.3% | -1.7% | +4.0% | +3.2% |
| 30D | +6.8% | -0.9% | +7.7% | +7.3% |
| 3M | -5.2% | -5.7% | +0.5% | -2.2% |
| 6M | +7.4% | -2.9% | +10.3% | +9.6% |
| YTD | +17.4% | +9.8% | +7.6% | +13.2% |
| 1Y | +27.1% | +13.5% | +13.6% | +20.8% |
| 3Y | +47.9% | +51.9% | -4.1% | +26.9% |
| 5Y | -2.6% | +32.0% | -34.6% | -13.5% |
| All | +182.7% | +171.7% | +11.0% | +109.7% |
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