+185.4%
SW vs P
+685.9%
-500.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -16.4% | +14.9% | -0.5% |
| 7D | +4.7% | -31.9% | +36.6% | +7.0% |
| 30D | +5.0% | -36.5% | +41.5% | +7.8% |
| 3M | -7.3% | +11.6% | -18.9% | -8.6% |
| 6M | +15.0% | +25.2% | -10.2% | +12.0% |
| YTD | +18.5% | +39.4% | -20.9% | +14.3% |
| 1Y | +27.1% | -3.7% | +30.8% | +24.9% |
| 3Y | +49.3% | +167.3% | -118.0% | +36.4% |
| 5Y | -1.6% | +237.3% | -239.0% | -11.1% |
| All | +185.4% | +685.9% | -500.5% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling