+25.6%
SW vs MKTX
-0.3%
+25.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +0.2% | -3.2% | -2.9% |
| 30D | +5.0% | +0.9% | +4.1% | +5.1% |
| 3M | -13.7% | +2.6% | -16.2% | -13.6% |
| 6M | +8.0% | +20.4% | -12.4% | +8.8% |
| YTD | +14.0% | -7.1% | +21.0% | +17.6% |
| 1Y | +25.6% | -2.8% | +28.4% | +28.7% |
| All | +25.6% | -0.3% | +25.9% | +28.7% |
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 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