+112.6%
SW vs RUN
-32.7%
+145.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +4.0% |
| 7D | +12.1% | +18.5% | -6.4% | +10.7% |
| 30D | +6.6% | +15.5% | -9.0% | +5.4% |
| 3M | -6.0% | -20.3% | +14.3% | -4.8% |
| 6M | +21.5% | -30.8% | +52.3% | +24.0% |
| YTD | +20.3% | -52.2% | +72.6% | +24.6% |
| 1Y | +28.1% | -53.9% | +82.0% | +32.6% |
| 3Y | +51.6% | -18.9% | +70.5% | +43.0% |
| 5Y | -0.1% | -84.8% | +84.6% | -1.2% |
| 10Y | +189.7% | +86.6% | +103.1% | +163.2% |
| All | +112.6% | -32.7% | +145.3% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling