-1.6%
SW vs RNG
-69.0%
+67.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -1.0% |
| 7D | +4.7% | -11.2% | +15.9% | +6.0% |
| 30D | +5.0% | -3.8% | +8.8% | +5.3% |
| 3M | -7.3% | +21.1% | -28.5% | -9.6% |
| 6M | +15.0% | +56.2% | -41.2% | +8.3% |
| YTD | +18.5% | +158.8% | -140.2% | +4.3% |
| 1Y | +27.1% | +173.6% | -146.5% | +11.1% |
| 3Y | +49.3% | +163.9% | -114.6% | +28.6% |
| 5Y | -1.6% | -68.1% | +66.4% | -11.7% |
| All | -1.6% | -69.0% | +67.4% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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