+19.6%
SW vs SM
-8.3%
+27.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.6% |
| 7D | -5.1% | -0.5% | -4.6% | -5.1% |
| 30D | -4.6% | +25.6% | -30.2% | -7.4% |
| 3M | +9.4% | +8.0% | +1.3% | +7.8% |
| 6M | +3.5% | +50.8% | -47.3% | -7.4% |
| YTD | +22.0% | +97.9% | -75.9% | +1.2% |
| 1Y | +2.2% | +33.8% | -31.6% | -6.7% |
| All | +19.6% | -8.3% | +27.9% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling