+28.3%
SW vs MDY
+11.6%
+16.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | +4.5% |
| 7D | +4.7% | -3.4% | +8.1% | +10.1% |
| 30D | +5.0% | -3.2% | +8.2% | +10.0% |
| 3M | -7.3% | -6.7% | -0.7% | +3.3% |
| 6M | +15.0% | -1.8% | +16.8% | +19.0% |
| YTD | +18.5% | +9.2% | +9.4% | +6.0% |
| All | +28.3% | +11.6% | +16.7% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling