+19.6%
SW vs PL
+454.1%
-434.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.4% |
| 7D | -5.1% | -9.3% | +4.2% | -4.4% |
| 30D | -4.6% | -18.9% | +14.3% | -3.0% |
| 3M | +9.4% | -58.4% | +67.8% | +16.8% |
| 6M | +3.5% | -30.3% | +33.8% | +4.1% |
| YTD | +22.0% | -8.1% | +30.1% | +18.3% |
| 1Y | +2.2% | +180.5% | -178.3% | -15.1% |
| All | +19.6% | +454.1% | -434.5% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling