+183.3%
SW vs MKTX
+17.6%
+165.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +7.0% | +0.7% | +6.4% | +7.0% |
| 3M | -7.6% | +2.4% | -10.1% | -7.7% |
| 6M | +8.5% | +13.5% | -4.9% | +7.9% |
| YTD | +17.7% | -7.2% | +24.9% | +18.1% |
| 1Y | +27.1% | +1.0% | +26.1% | +26.9% |
| 3Y | +48.2% | -23.7% | +71.9% | +49.3% |
| 5Y | -2.3% | -54.4% | +52.1% | +0.6% |
| 10Y | +183.3% | +13.2% | +170.1% | +196.2% |
| All | +183.3% | +17.6% | +165.7% | +196.2% |
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