+129.4%
SW vs P
+485.4%
-356.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | -5.1% | +6.5% | -11.6% | -5.5% |
| 30D | -4.6% | +18.8% | -23.4% | -5.6% |
| 3M | +9.4% | +26.7% | -17.4% | +7.6% |
| 6M | +3.5% | +62.2% | -58.7% | +0.1% |
| YTD | +22.0% | +48.5% | -26.5% | +18.4% |
| 1Y | +2.2% | +26.4% | -24.2% | -0.6% |
| 3Y | +19.6% | +159.4% | -139.8% | +11.1% |
| 5Y | -2.3% | +275.8% | -278.1% | -10.4% |
| 10Y | +181.4% | +732.0% | -550.7% | +158.5% |
| All | +129.4% | +485.4% | -356.0% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling