+179.5%
SW vs MKTX
+12.8%
+166.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | +4.2% | +0.9% | +3.3% | +4.1% |
| 3M | -11.5% | +2.5% | -14.1% | -11.6% |
| 6M | +8.6% | +18.6% | -10.0% | +7.7% |
| YTD | +15.0% | -7.1% | +22.1% | +15.4% |
| 1Y | +25.7% | -0.3% | +26.0% | +25.6% |
| 3Y | +44.8% | -22.3% | +67.1% | +45.6% |
| 5Y | -1.7% | -54.5% | +52.8% | +1.3% |
| All | +179.5% | +12.8% | +166.7% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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