-1.6%
SW vs RRC
+129.3%
-131.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.0% |
| 7D | +4.7% | -6.9% | +11.5% | +5.7% |
| 30D | +5.0% | +25.4% | -20.4% | +1.2% |
| 3M | -7.3% | +31.9% | -39.2% | -11.5% |
| 6M | +15.0% | +17.2% | -2.2% | +11.4% |
| YTD | +18.5% | +43.4% | -24.9% | +10.1% |
| 1Y | +27.1% | +36.7% | -9.6% | +19.0% |
| 3Y | +49.3% | +38.8% | +10.5% | +37.4% |
| 5Y | -1.6% | +118.3% | -119.9% | -21.1% |
| All | -1.6% | +129.3% | -131.0% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling