+6.9%
SW vs PL
+16.0%
-9.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.1% | +8.6% | -0.5% |
| 7D | +4.7% | -20.5% | +25.2% | +6.9% |
| 30D | +5.0% | -38.8% | +43.8% | +9.8% |
| 3M | -7.3% | -49.1% | +41.8% | -1.5% |
| 6M | +15.0% | -69.4% | +84.4% | +26.9% |
| YTD | +18.5% | -42.3% | +60.9% | +19.6% |
| 1Y | +27.1% | -14.2% | +41.3% | +21.1% |
| 3Y | +49.3% | +398.7% | -349.4% | +4.3% |
| 5Y | -1.6% | +11.1% | -12.8% | -28.3% |
| All | +6.9% | +16.0% | -9.1% | -24.7% |
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 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