+28.7%
SW vs MKTX
-1.2%
+29.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +2.2% | -0.4% | +2.5% | +2.2% |
| 30D | +7.4% | +0.3% | +7.1% | +7.4% |
| 3M | -5.9% | +2.1% | -8.0% | -5.9% |
| 6M | +9.0% | +13.1% | -4.1% | +10.0% |
| YTD | +18.1% | -7.6% | +25.7% | +21.7% |
| 1Y | +28.7% | -0.5% | +29.2% | +31.5% |
| All | +28.7% | -1.2% | +29.9% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling