+61.1%
T vs SW
+42.5%
+18.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.8% |
| 7D | +5.5% | +12.1% | -6.6% | +4.8% |
| 30D | -8.9% | +6.6% | -15.5% | -9.2% |
| 3M | -5.6% | -6.0% | +0.4% | -5.4% |
| 6M | -14.3% | +21.5% | -35.8% | -14.9% |
| YTD | -7.9% | +20.3% | -28.3% | -8.7% |
| 1Y | -6.4% | +28.1% | -34.6% | -7.4% |
| All | +61.1% | +42.5% | +18.6% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling