-0.1%
SW vs Z
-50.6%
+50.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.4% | -5.3% | +2.3% |
| 7D | +12.1% | +10.2% | +1.9% | +10.0% |
| 30D | +6.6% | +23.7% | -17.1% | +2.2% |
| 3M | -6.0% | -6.6% | +0.5% | -5.4% |
| 6M | +21.5% | -23.0% | +44.5% | +26.2% |
| YTD | +20.3% | -50.3% | +70.6% | +34.1% |
| 1Y | +28.1% | -53.6% | +81.7% | +44.5% |
| 3Y | +51.6% | -10.1% | +61.7% | +53.3% |
| 5Y | -0.1% | -49.8% | +49.6% | +5.0% |
| All | -0.1% | -50.6% | +50.5% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling