-0.1%
SW vs RACE
+75.5%
-75.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.3% | -0.2% | +2.2% |
| 7D | +12.1% | +9.9% | +2.1% | +7.6% |
| 30D | +6.6% | +12.8% | -6.2% | +1.2% |
| 3M | -6.0% | +7.4% | -13.4% | -8.9% |
| 6M | +21.5% | +27.6% | -6.1% | +9.4% |
| YTD | +20.3% | +18.4% | +2.0% | +11.4% |
| 1Y | +28.1% | +9.5% | +18.6% | +22.0% |
| 3Y | +51.6% | +33.9% | +17.7% | +29.3% |
| 5Y | -0.1% | +74.9% | -75.0% | -31.5% |
| All | -0.1% | +75.5% | -75.6% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling