+49.3%
SW vs MDY
+49.6%
-0.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | +3.1% |
| 7D | +4.7% | -3.4% | +8.1% | +8.9% |
| 30D | +5.0% | -3.2% | +8.2% | +8.9% |
| 3M | -7.3% | -6.7% | -0.7% | +0.6% |
| 6M | +15.0% | -1.8% | +16.8% | +18.5% |
| YTD | +18.5% | +9.2% | +9.4% | +9.0% |
| 1Y | +27.1% | +11.7% | +15.4% | +14.1% |
| All | +49.3% | +49.6% | -0.3% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling