+147.8%
SW vs SM
+6.6%
+141.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.3% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -4.6% | +26.3% | -30.9% | -5.2% |
| 3M | +9.4% | +8.7% | +0.7% | +9.0% |
| 6M | +3.5% | +51.7% | -48.2% | +1.6% |
| YTD | +22.0% | +99.0% | -77.0% | +18.6% |
| 1Y | +2.2% | +34.6% | -32.4% | +0.6% |
| 3Y | +19.6% | -7.8% | +27.3% | +18.0% |
| 5Y | -2.3% | +104.8% | -107.1% | -4.5% |
| All | +147.8% | +6.6% | +141.1% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling