-2.6%
SW vs MKTX
-54.9%
+52.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.7% |
| 3M | -5.2% | +2.3% | -7.5% | -5.3% |
| 6M | +7.4% | +12.4% | -5.0% | +7.0% |
| YTD | +17.4% | -7.3% | +24.7% | +18.3% |
| 1Y | +27.1% | +1.8% | +25.3% | +27.2% |
| 3Y | +47.9% | -21.2% | +69.0% | +48.3% |
| All | -2.6% | -54.9% | +52.3% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling