+147.8%
SW vs Z
-1.7%
+149.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | -5.1% | -3.0% | -2.1% | -4.8% |
| 30D | -4.6% | -4.2% | -0.4% | -4.3% |
| 3M | +9.4% | -3.7% | +13.1% | +9.6% |
| 6M | +3.5% | -24.5% | +28.0% | +5.9% |
| YTD | +22.0% | -49.3% | +71.3% | +28.9% |
| 1Y | +2.2% | -58.7% | +60.9% | +9.9% |
| 3Y | +19.6% | -34.1% | +53.7% | +23.3% |
| 5Y | -2.3% | -64.5% | +62.2% | +0.5% |
| All | +147.8% | -1.7% | +149.5% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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