-2.3%
SW vs RACE
+93.6%
-95.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.1% |
| 7D | -5.1% | -2.5% | -2.6% | -4.1% |
| 30D | -4.6% | +0.8% | -5.4% | -4.9% |
| 3M | +9.4% | +17.2% | -7.8% | +2.3% |
| 6M | +3.5% | +13.6% | -10.1% | -2.3% |
| YTD | +22.0% | +12.2% | +9.8% | +15.6% |
| 1Y | +2.2% | -16.3% | +18.5% | +7.2% |
| 3Y | +19.6% | +36.4% | -16.8% | +0.9% |
| All | -2.3% | +93.6% | -95.9% | -35.3% |
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