+56.9%
T vs SW
+185.4%
-128.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +4.3% | +4.7% | -0.4% | +4.0% |
| 30D | -9.7% | +5.0% | -14.7% | -10.0% |
| 3M | -4.3% | -7.3% | +3.0% | -3.9% |
| 6M | -13.7% | +15.0% | -28.6% | -14.5% |
| YTD | -8.0% | +18.5% | -26.5% | -9.2% |
| 1Y | -6.9% | +27.1% | -34.0% | -8.6% |
| 3Y | +59.7% | +49.3% | +10.4% | +53.6% |
| 5Y | +53.4% | -1.6% | +55.1% | +49.0% |
| All | +56.9% | +185.4% | -128.5% | +36.7% |
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