+460.1%
TEAM vs SW
+182.7%
+277.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.9% | -15.2% | -16.0% |
| 7D | -19.8% | +2.3% | -22.2% | -20.1% |
| 30D | -21.5% | +6.8% | -28.3% | -22.4% |
| 3M | +39.5% | -5.2% | +44.7% | +40.5% |
| 6M | +73.1% | +7.4% | +65.6% | +70.7% |
| YTD | -5.2% | +17.4% | -22.6% | -8.4% |
| 1Y | -1.6% | +27.1% | -28.7% | -6.1% |
| 3Y | -11.4% | +47.9% | -59.3% | -17.2% |
| 5Y | -65.1% | -2.6% | -62.5% | -67.1% |
| All | +460.1% | +182.7% | +277.4% | +409.8% |
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