+185.4%
SW vs RL
+362.4%
-177.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | 0.0% |
| 7D | +4.7% | -4.7% | +9.3% | +5.7% |
| 30D | +5.0% | +3.6% | +1.4% | +4.2% |
| 3M | -7.3% | +0.5% | -7.9% | -7.6% |
| 6M | +15.0% | +6.6% | +8.4% | +13.3% |
| YTD | +18.5% | +8.8% | +9.7% | +16.5% |
| 1Y | +27.1% | +21.8% | +5.4% | +22.4% |
| 3Y | +49.3% | +245.8% | -196.5% | +23.0% |
| 5Y | -1.6% | +230.0% | -231.6% | -20.0% |
| All | +185.4% | +362.4% | -177.0% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling