+8.6%
SW vs PL
+29.1%
-20.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.4% | +10.4% | +4.7% |
| 7D | +12.1% | -11.7% | +23.8% | +13.3% |
| 30D | +6.6% | -27.1% | +33.7% | +9.6% |
| 3M | -6.0% | -44.6% | +38.6% | -0.9% |
| 6M | +21.5% | -67.2% | +88.6% | +33.2% |
| YTD | +20.3% | -35.9% | +56.2% | +20.2% |
| 1Y | +28.1% | -0.4% | +28.5% | +20.2% |
| 3Y | +51.6% | +454.8% | -403.2% | +4.8% |
| 5Y | -0.1% | +24.8% | -24.9% | -28.2% |
| All | +8.6% | +29.1% | -20.5% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling