-2.3%
SW vs S
-71.4%
+69.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -5.1% | -7.7% | +2.6% | -4.2% |
| 30D | -4.6% | -5.3% | +0.7% | -4.2% |
| 3M | +9.4% | +20.3% | -10.9% | +6.5% |
| 6M | +3.5% | +47.4% | -43.9% | -2.3% |
| YTD | +22.0% | +32.5% | -10.5% | +16.5% |
| 1Y | +2.2% | +9.5% | -7.3% | -0.3% |
| 3Y | +19.6% | +15.5% | +4.1% | +14.1% |
| All | -2.3% | -71.4% | +69.1% | +3.5% |
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