+134.5%
SW vs RACE
+640.3%
-505.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | -2.6% | -1.0% | -1.5% | -2.3% |
| 30D | -7.5% | -1.5% | -6.0% | -7.1% |
| 3M | +10.3% | +15.5% | -5.2% | +6.0% |
| 6M | +5.4% | +17.3% | -11.9% | +0.8% |
| YTD | +17.9% | +11.1% | +6.7% | +14.2% |
| 1Y | -2.4% | -14.3% | +11.9% | +0.4% |
| 3Y | +28.7% | +40.2% | -11.4% | +17.0% |
| 5Y | -5.7% | +92.6% | -98.2% | -21.2% |
| 10Y | +139.3% | +786.6% | -647.3% | +52.5% |
| All | +134.5% | +640.3% | -505.8% | +44.6% |
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