-1.6%
SW vs RBA
+48.6%
-50.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +4.7% | +7.3% | -2.7% | +2.9% |
| 30D | +5.0% | +16.9% | -11.9% | +1.1% |
| 3M | -7.3% | -0.5% | -6.8% | -7.5% |
| 6M | +15.0% | -10.4% | +25.4% | +17.3% |
| YTD | +18.5% | -7.2% | +25.7% | +19.4% |
| 1Y | +27.1% | -2.2% | +29.4% | +26.7% |
| 3Y | +49.3% | +43.7% | +5.6% | +41.3% |
| 5Y | -1.6% | +38.7% | -40.3% | -7.3% |
| All | -1.6% | +48.6% | -50.3% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling