-0.1%
SW vs S
-64.3%
+64.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.4% | +3.9% |
| 7D | +12.1% | -8.2% | +20.3% | +13.2% |
| 30D | +6.6% | -7.6% | +14.2% | +7.4% |
| 3M | -6.0% | +12.0% | -18.0% | -7.9% |
| 6M | +21.5% | +50.6% | -29.1% | +14.2% |
| YTD | +20.3% | +56.6% | -36.3% | +11.9% |
| 1Y | +28.1% | +39.2% | -11.1% | +20.8% |
| 3Y | +51.6% | +45.8% | +5.8% | +40.3% |
| 5Y | -0.1% | -66.1% | +66.0% | +0.4% |
| All | -0.1% | -64.3% | +64.2% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling