+182.3%
SW vs MKTX
+14.5%
+167.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | -2.6% | +0.3% | -2.9% | -2.6% |
| 30D | +7.2% | +0.9% | +6.3% | +7.2% |
| 3M | -10.5% | +2.7% | -13.1% | -10.6% |
| 6M | +9.9% | +15.6% | -5.7% | +9.1% |
| YTD | +17.2% | -7.0% | +24.2% | +17.7% |
| 1Y | +26.5% | -1.2% | +27.7% | +26.5% |
| 3Y | +47.7% | -22.2% | +69.9% | +48.5% |
| 5Y | +0.2% | -53.7% | +53.9% | +3.1% |
| 10Y | +182.3% | +13.0% | +169.3% | +195.7% |
| All | +182.3% | +14.5% | +167.8% | +195.7% |
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