+252.0%
T vs SW
+755.0%
-503.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -1.3% | -5.1% | +3.8% | -1.1% |
| 30D | +11.4% | -4.6% | +15.9% | +11.5% |
| 3M | +14.3% | +9.4% | +4.9% | +14.0% |
| 6M | -9.3% | +3.5% | -12.8% | -9.4% |
| YTD | +7.1% | +22.0% | -14.9% | +6.4% |
| 1Y | -9.1% | +2.2% | -11.3% | -9.3% |
| 3Y | +105.3% | +19.6% | +85.7% | +103.1% |
| 5Y | +66.8% | -2.3% | +69.1% | +64.6% |
| 10Y | +66.8% | +181.4% | -114.6% | +61.2% |
| All | +252.0% | +755.0% | -503.0% | +254.0% |
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