+65.7%
T vs SW
+147.8%
-82.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -1.3% | -5.1% | +3.8% | -1.0% |
| 30D | +11.4% | -4.6% | +15.9% | +11.6% |
| 3M | +14.3% | +9.4% | +4.9% | +13.6% |
| 6M | -9.3% | +3.5% | -12.8% | -9.7% |
| YTD | +7.1% | +22.0% | -14.9% | +5.5% |
| 1Y | -9.1% | +2.2% | -11.3% | -9.6% |
| 3Y | +105.3% | +19.6% | +85.7% | +100.1% |
| 5Y | +66.8% | -2.3% | +69.1% | +62.1% |
| All | +65.7% | +147.8% | -82.1% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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