-2.6%
SW vs NTRS
+61.8%
-64.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | +2.3% | +2.1% | +0.2% | +1.5% |
| 30D | +6.8% | +2.7% | +4.1% | +5.6% |
| 3M | -5.2% | -5.7% | +0.5% | -3.3% |
| 6M | +7.4% | +6.8% | +0.6% | +4.3% |
| YTD | +17.4% | +28.4% | -11.0% | +5.5% |
| 1Y | +27.1% | +37.5% | -10.4% | +11.2% |
| 3Y | +47.9% | +167.5% | -119.6% | +3.8% |
| All | -2.6% | +61.8% | -64.4% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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