+19.6%
SW vs REPL
-22.6%
+42.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | -5.1% | -3.0% | -2.1% | -5.1% |
| 30D | -4.6% | +27.1% | -31.7% | -4.5% |
| 3M | +9.4% | +52.4% | -43.0% | +9.8% |
| 6M | +3.5% | +107.4% | -103.9% | +3.3% |
| YTD | +22.0% | +54.7% | -32.7% | +22.1% |
| 1Y | +2.2% | +158.9% | -156.7% | +1.0% |
| All | +19.6% | -22.6% | +42.2% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling