-2.6%
SW vs NTR
+23.5%
-26.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +2.3% | +3.0% | -0.6% | +1.9% |
| 30D | +6.8% | +2.2% | +4.6% | +6.4% |
| 3M | -5.2% | +7.9% | -13.1% | -6.4% |
| 6M | +7.4% | -1.5% | +9.0% | +7.3% |
| YTD | +17.4% | +18.6% | -1.2% | +12.7% |
| 1Y | +27.1% | +31.7% | -4.6% | +19.6% |
| 3Y | +47.9% | +46.4% | +1.4% | +34.8% |
| All | -2.6% | +23.5% | -26.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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