+115.6%
SW vs RUN
-31.9%
+147.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -5.1% | +1.3% | -6.3% | -5.2% |
| 30D | -4.6% | -15.3% | +10.7% | -3.6% |
| 3M | +9.4% | -40.0% | +49.4% | +13.0% |
| 6M | +3.5% | -27.0% | +30.5% | +5.3% |
| YTD | +22.0% | -51.7% | +73.7% | +26.5% |
| 1Y | +2.2% | -45.9% | +48.1% | +4.7% |
| 3Y | +19.6% | -43.8% | +63.4% | +14.8% |
| 5Y | -2.3% | -80.5% | +78.1% | -4.1% |
| 10Y | +181.4% | +45.3% | +136.1% | +156.4% |
| All | +115.6% | -31.9% | +147.6% | +95.0% |
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