+189.7%
SW vs P
+854.5%
-664.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.0% | +9.1% | +4.4% |
| 7D | +12.1% | -19.4% | +31.4% | +13.5% |
| 30D | +6.6% | -22.3% | +28.9% | +8.0% |
| 3M | -6.0% | +33.2% | -39.2% | -8.3% |
| 6M | +21.5% | +53.6% | -32.2% | +16.9% |
| YTD | +20.3% | +66.8% | -46.5% | +14.8% |
| 1Y | +28.1% | +17.5% | +10.6% | +24.4% |
| 3Y | +51.6% | +219.7% | -168.1% | +37.1% |
| 5Y | -0.1% | +307.8% | -307.9% | -10.7% |
| 10Y | +189.7% | +855.3% | -665.6% | +161.0% |
| All | +189.7% | +854.5% | -664.7% | +161.0% |
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