+53.4%
T vs SW
-1.6%
+55.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +4.3% | +4.7% | -0.4% | +4.1% |
| 30D | -9.7% | +5.0% | -14.7% | -9.8% |
| 3M | -4.3% | -7.3% | +3.0% | -4.1% |
| 6M | -13.7% | +15.0% | -28.6% | -14.0% |
| YTD | -8.0% | +18.5% | -26.5% | -8.5% |
| 1Y | -6.9% | +27.1% | -34.0% | -7.7% |
| 3Y | +59.7% | +49.3% | +10.4% | +57.6% |
| 5Y | +53.4% | -1.6% | +55.1% | +43.3% |
| All | +53.4% | -1.6% | +55.1% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling