-2.6%
SW vs RUN
-82.6%
+80.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.1% |
| 7D | +2.3% | +33.4% | -31.1% | -0.7% |
| 30D | +6.8% | +31.1% | -24.4% | +3.8% |
| 3M | -5.2% | +6.4% | -11.6% | -6.1% |
| 6M | +7.4% | -22.2% | +29.6% | +9.2% |
| YTD | +17.4% | -45.8% | +63.2% | +21.5% |
| 1Y | +27.1% | -51.1% | +78.2% | +32.2% |
| 3Y | +47.9% | -3.0% | +50.9% | +32.1% |
| All | -2.6% | -82.6% | +80.0% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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