+28.1%
SW vs PL
-0.6%
+28.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.4% | +10.4% | +4.2% |
| 7D | +12.1% | -11.7% | +23.8% | +12.3% |
| 30D | +6.6% | -27.1% | +33.7% | +7.1% |
| 3M | -6.0% | -44.6% | +38.6% | -5.2% |
| 6M | +21.5% | -67.2% | +88.6% | +23.7% |
| YTD | +20.3% | -35.9% | +56.2% | +22.4% |
| 1Y | +28.1% | -0.4% | +28.5% | +25.7% |
| All | +28.1% | -0.6% | +28.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling