-2.3%
SW vs RBA
+45.3%
-47.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -5.1% | -2.9% | -2.2% | -4.4% |
| 30D | -4.6% | -12.3% | +7.7% | -1.8% |
| 3M | +9.4% | -20.5% | +29.9% | +14.9% |
| 6M | +3.5% | -18.5% | +22.1% | +8.1% |
| YTD | +22.0% | -18.2% | +40.3% | +26.7% |
| 1Y | +2.2% | -27.5% | +29.7% | +8.5% |
| 3Y | +19.6% | +38.1% | -18.5% | +15.7% |
| All | -2.3% | +45.3% | -47.6% | -10.0% |
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 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