-0.1%
SW vs SM
-5.9%
+5.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -15.3% | +19.4% | +5.4% |
| 7D | +12.1% | -21.5% | +33.5% | +14.3% |
| 30D | +6.6% | -11.4% | +17.9% | +7.4% |
| 3M | -6.0% | +0.6% | -6.6% | -7.0% |
| 6M | +21.5% | +0.2% | +21.2% | +19.1% |
| YTD | +20.3% | +69.7% | -49.3% | +6.9% |
| 1Y | +28.1% | +71.6% | -43.4% | +13.5% |
| 3Y | +51.6% | -16.9% | +68.5% | +44.3% |
| 5Y | -0.1% | -3.2% | +3.1% | -11.0% |
| All | -0.1% | -5.9% | +5.7% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling