+139.5%
SW vs RACE
+688.6%
-549.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.3% | -0.2% | +2.9% |
| 7D | +12.1% | +9.9% | +2.1% | +9.1% |
| 30D | +6.6% | +12.8% | -6.2% | +2.9% |
| 3M | -6.0% | +7.4% | -13.4% | -7.9% |
| 6M | +21.5% | +27.6% | -6.1% | +13.4% |
| YTD | +20.3% | +18.4% | +2.0% | +14.5% |
| 1Y | +28.1% | +9.5% | +18.6% | +24.3% |
| 3Y | +51.6% | +33.9% | +17.7% | +38.8% |
| 5Y | -0.1% | +74.9% | -75.0% | -15.8% |
| 10Y | +189.7% | +814.9% | -625.1% | +82.7% |
| All | +139.5% | +688.6% | -549.2% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling