-1.6%
SW vs ROP
+3.7%
-5.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +4.7% | +9.2% | -4.5% | +2.5% |
| 30D | +5.0% | +35.5% | -30.5% | -2.3% |
| 3M | -7.3% | +24.4% | -31.8% | -12.1% |
| 6M | +15.0% | +38.0% | -23.1% | +6.1% |
| YTD | +18.5% | +11.1% | +7.4% | +16.2% |
| 1Y | +27.1% | +10.9% | +16.2% | +24.7% |
| 3Y | +49.3% | -0.5% | +49.8% | +52.2% |
| 5Y | -1.6% | +4.5% | -6.2% | -4.5% |
| All | -1.6% | +3.7% | -5.4% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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