-1.6%
SW vs NDAQ
+60.9%
-62.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.6% |
| 7D | +4.7% | +1.2% | +3.5% | +4.3% |
| 30D | +5.0% | +15.8% | -10.8% | -0.2% |
| 3M | -7.3% | +13.4% | -20.7% | -11.4% |
| 6M | +15.0% | +20.9% | -5.9% | +7.3% |
| YTD | +18.5% | +11.1% | +7.4% | +13.5% |
| 1Y | +27.1% | +26.5% | +0.6% | +16.0% |
| 3Y | +49.3% | +121.5% | -72.2% | +16.9% |
| 5Y | -1.6% | +61.3% | -62.9% | -21.7% |
| All | -1.6% | +60.9% | -62.5% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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