+189.7%
SW vs RBA
+234.7%
-44.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +3.7% |
| 7D | +12.1% | +12.7% | -0.6% | +9.4% |
| 30D | +6.6% | +15.5% | -9.0% | +3.4% |
| 3M | -6.0% | -14.0% | +8.0% | -3.6% |
| 6M | +21.5% | -8.8% | +30.3% | +23.2% |
| YTD | +20.3% | -6.9% | +27.3% | +21.2% |
| 1Y | +28.1% | -3.0% | +31.1% | +28.1% |
| 3Y | +51.6% | +44.2% | +7.4% | +42.2% |
| 5Y | -0.1% | +50.6% | -50.7% | -8.1% |
| 10Y | +189.7% | +232.8% | -43.1% | +133.0% |
| All | +189.7% | +234.7% | -44.9% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling