+54.2%
SW vs REPL
+29.3%
+24.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +12.1% | +28.8% | -16.8% | +11.7% |
| 30D | +6.6% | +57.3% | -50.8% | +5.9% |
| 3M | -6.0% | +73.6% | -79.6% | -6.8% |
| 6M | +21.5% | +582.8% | -561.4% | +16.0% |
| YTD | +20.3% | +112.9% | -92.5% | +16.4% |
| 1Y | +28.1% | +130.7% | -102.5% | +23.6% |
| 3Y | +51.6% | +45.7% | +5.9% | +38.9% |
| 5Y | -0.1% | -37.9% | +37.8% | -5.7% |
| All | +54.2% | +29.3% | +24.9% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling