+27.1%
SW vs Z
-58.6%
+85.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.6% | +9.1% | +0.2% |
| 7D | +4.7% | -2.3% | +6.9% | +4.9% |
| 30D | +5.0% | +9.4% | -4.3% | +3.5% |
| 3M | -7.3% | -16.1% | +8.8% | -5.4% |
| 6M | +15.0% | -30.4% | +45.4% | +18.1% |
| YTD | +18.5% | -55.6% | +74.1% | +27.1% |
| 1Y | +27.1% | -58.5% | +85.7% | +38.8% |
| All | +27.1% | -58.6% | +85.7% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling