+27.1%
SW vs S
+27.1%
0.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.8% | +7.3% | -0.7% |
| 7D | +4.7% | -16.7% | +21.3% | +6.3% |
| 30D | +5.0% | -17.0% | +22.0% | +6.6% |
| 3M | -7.3% | +2.0% | -9.3% | -8.1% |
| 6M | +15.0% | +35.1% | -20.1% | +10.1% |
| YTD | +18.5% | +42.8% | -24.3% | +11.0% |
| 1Y | +27.1% | +27.7% | -0.6% | +20.4% |
| All | +27.1% | +27.1% | 0.0% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling