-2.6%
SW vs USFR
+21.3%
-23.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.0% |
| 30D | +6.8% | +0.4% | +6.4% | +5.5% |
| 3M | -5.2% | +1.1% | -6.2% | -8.3% |
| 6M | +7.4% | +2.1% | +5.4% | +0.6% |
| YTD | +17.4% | +3.4% | +14.0% | +4.0% |
| 1Y | +27.1% | +4.1% | +23.0% | +9.1% |
| 3Y | +47.9% | +14.4% | +33.5% | -24.1% |
| All | -2.6% | +21.3% | -23.9% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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