-2.3%
SW vs REPL
-54.3%
+52.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.6% |
| 3M | +9.4% | +52.4% | -43.0% | +9.4% |
| 6M | +3.5% | +107.4% | -103.9% | +2.4% |
| YTD | +22.0% | +54.7% | -32.7% | +21.2% |
| 1Y | +2.2% | +158.9% | -156.7% | -0.3% |
| 3Y | +19.6% | -23.7% | +43.3% | +18.1% |
| All | -2.3% | -54.3% | +52.0% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling