+27.1%
SW vs RRC
+37.3%
-10.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -2.1% |
| 7D | +4.7% | -6.9% | +11.5% | +3.5% |
| 30D | +5.0% | +25.4% | -20.4% | +10.0% |
| 3M | -7.3% | +31.9% | -39.2% | -1.5% |
| 6M | +15.0% | +17.2% | -2.2% | +19.9% |
| YTD | +18.5% | +43.4% | -24.9% | +23.2% |
| 1Y | +27.1% | +36.7% | -9.6% | +32.2% |
| All | +27.1% | +37.3% | -10.2% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling