+202.6%
T vs SW
+743.1%
-540.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.9% |
| 7D | +5.5% | +12.1% | -6.6% | +5.1% |
| 30D | -8.9% | +6.6% | -15.5% | -9.1% |
| 3M | -5.6% | -6.0% | +0.4% | -5.4% |
| 6M | -14.3% | +21.5% | -35.8% | -14.8% |
| YTD | -7.9% | +20.3% | -28.3% | -8.5% |
| 1Y | -6.4% | +28.1% | -34.6% | -7.2% |
| 3Y | +59.8% | +51.6% | +8.2% | +57.1% |
| 5Y | +55.3% | -0.1% | +55.5% | +53.2% |
| 10Y | +58.3% | +189.7% | -131.4% | +53.0% |
| All | +202.6% | +743.1% | -540.4% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling