+755.0%
SW vs PAAS
+115.4%
+639.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | -5.1% | -2.9% | -2.2% | -4.9% |
| 30D | -4.6% | +6.8% | -11.4% | -5.0% |
| 3M | +9.4% | -2.9% | +12.3% | +9.4% |
| 6M | +3.5% | -16.4% | +19.9% | +4.2% |
| YTD | +22.0% | 0.0% | +22.0% | +21.5% |
| 1Y | +2.2% | +54.3% | -52.1% | -0.6% |
| 3Y | +19.6% | +230.7% | -211.1% | +11.3% |
| 5Y | -2.3% | +111.6% | -114.0% | -8.5% |
| 10Y | +181.4% | +211.7% | -30.4% | +154.9% |
| All | +755.0% | +115.4% | +639.6% | +695.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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