-2.3%
SW vs MDY
+46.2%
-48.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | -4.6% | -1.5% | -3.1% | -3.3% |
| 3M | +9.4% | +0.8% | +8.6% | +9.2% |
| 6M | +3.5% | +7.4% | -3.9% | -1.3% |
| YTD | +22.0% | +15.2% | +6.8% | +10.5% |
| 1Y | +2.2% | +16.5% | -14.3% | -8.0% |
| 3Y | +19.6% | +46.8% | -27.2% | -5.9% |
| All | -2.3% | +46.2% | -48.5% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling