+1.3%
SW vs S
-48.9%
+50.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.4% | +3.9% |
| 7D | +12.1% | -8.2% | +20.3% | +13.1% |
| 30D | +6.6% | -7.6% | +14.2% | +7.3% |
| 3M | -6.0% | +12.0% | -18.0% | -7.8% |
| 6M | +21.5% | +50.6% | -29.1% | +14.5% |
| YTD | +20.3% | +56.6% | -36.3% | +12.4% |
| 1Y | +28.1% | +39.2% | -11.1% | +21.1% |
| 3Y | +51.6% | +45.8% | +5.8% | +40.9% |
| 5Y | -0.1% | -66.1% | +66.0% | -1.4% |
| All | +1.3% | -48.9% | +50.3% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling