-0.1%
SW vs RL
+266.2%
-266.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.5% | -0.4% | +2.5% |
| 7D | +12.1% | +5.8% | +6.3% | +9.9% |
| 30D | +6.6% | +12.7% | -6.2% | +2.3% |
| 3M | -6.0% | +9.3% | -15.4% | -9.1% |
| 6M | +21.5% | +16.9% | +4.5% | +14.8% |
| YTD | +20.3% | +17.5% | +2.9% | +13.7% |
| 1Y | +28.1% | +34.6% | -6.5% | +16.2% |
| 3Y | +51.6% | +273.2% | -221.6% | +7.4% |
| 5Y | -0.1% | +265.2% | -265.4% | -32.6% |
| All | -0.1% | +266.2% | -266.4% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling