-1.6%
SW vs REPL
-40.1%
+38.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.5% |
| 7D | +4.7% | +15.1% | -10.5% | +4.6% |
| 30D | +5.0% | +51.1% | -46.1% | +5.0% |
| 3M | -7.3% | +69.2% | -76.6% | -7.3% |
| 6M | +15.0% | +597.6% | -582.6% | +13.8% |
| YTD | +18.5% | +106.0% | -87.4% | +18.0% |
| 1Y | +27.1% | +133.3% | -106.2% | +26.3% |
| 3Y | +49.3% | +41.0% | +8.3% | +46.4% |
| 5Y | -1.6% | -40.1% | +38.5% | +2.4% |
| All | -1.6% | -40.1% | +38.4% | +2.4% |
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