+47.9%
SW vs MKTX
-22.1%
+70.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +6.8% | +0.9% | +5.9% | +6.8% |
| 3M | -5.2% | +2.3% | -7.5% | -5.1% |
| 6M | +7.4% | +12.4% | -5.0% | +8.4% |
| YTD | +17.4% | -7.3% | +24.7% | +17.2% |
| 1Y | +27.1% | +1.8% | +25.3% | +27.8% |
| 3Y | +47.9% | -21.2% | +69.0% | +64.8% |
| All | +47.9% | -22.1% | +70.0% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling