-0.1%
SW vs P
+297.5%
-297.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.0% | +9.1% | +4.5% |
| 7D | +12.1% | -19.4% | +31.4% | +14.2% |
| 30D | +6.6% | -22.3% | +28.9% | +8.8% |
| 3M | -6.0% | +33.2% | -39.2% | -9.6% |
| 6M | +21.5% | +53.6% | -32.2% | +14.3% |
| YTD | +20.3% | +66.8% | -46.5% | +11.6% |
| 1Y | +28.1% | +17.5% | +10.6% | +22.2% |
| 3Y | +51.6% | +219.7% | -168.1% | +26.1% |
| 5Y | -0.1% | +307.8% | -307.9% | -16.2% |
| All | -0.1% | +297.5% | -297.6% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling