+755.0%
SW vs RRC
-29.8%
+784.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.3% |
| 7D | -5.1% | +1.3% | -6.4% | -5.1% |
| 30D | -4.6% | +10.1% | -14.7% | -4.8% |
| 3M | +9.4% | +4.0% | +5.4% | +9.2% |
| 6M | +3.5% | +1.6% | +1.9% | +3.3% |
| YTD | +22.0% | +19.7% | +2.3% | +21.2% |
| 1Y | +2.2% | +21.4% | -19.2% | +1.5% |
| 3Y | +19.6% | +29.7% | -10.1% | +18.4% |
| 5Y | -2.3% | +153.9% | -156.2% | -3.8% |
| 10Y | +181.4% | +10.8% | +170.5% | +170.3% |
| All | +755.0% | -29.8% | +784.8% | +810.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling