+55.5%
T vs SW
+182.7%
-127.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | +1.0% | +2.3% | -1.3% | +0.9% |
| 30D | -10.6% | +6.8% | -17.4% | -11.0% |
| 3M | -7.7% | -5.2% | -2.5% | -7.5% |
| 6M | -13.3% | +7.4% | -20.7% | -13.8% |
| YTD | -8.8% | +17.4% | -26.2% | -10.0% |
| 1Y | -8.4% | +27.1% | -35.5% | -10.0% |
| 3Y | +59.6% | +47.9% | +11.8% | +53.6% |
| 5Y | +52.1% | -2.6% | +54.7% | +47.8% |
| All | +55.5% | +182.7% | -127.2% | +35.6% |
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