+185.4%
SW vs Z
-12.8%
+198.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.6% | +9.1% | -0.5% |
| 7D | +4.7% | -2.3% | +6.9% | +4.8% |
| 30D | +5.0% | +9.4% | -4.3% | +3.9% |
| 3M | -7.3% | -16.1% | +8.8% | -6.0% |
| 6M | +15.0% | -30.4% | +45.4% | +18.4% |
| YTD | +18.5% | -55.6% | +74.1% | +26.5% |
| 1Y | +27.1% | -58.5% | +85.7% | +36.5% |
| 3Y | +49.3% | -19.6% | +69.0% | +52.8% |
| 5Y | -1.6% | -54.1% | +52.5% | +1.4% |
| All | +185.4% | -12.8% | +198.2% | +186.3% |
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