-50.3%
TEAM vs SW
-2.3%
-48.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.9% |
| 7D | -0.4% | -5.1% | +4.7% | +0.8% |
| 30D | +67.3% | -4.6% | +71.9% | +69.3% |
| 3M | +86.8% | +9.4% | +77.4% | +82.5% |
| 6M | +146.8% | +3.5% | +143.3% | +142.5% |
| YTD | +16.9% | +22.0% | -5.1% | +9.6% |
| 1Y | +12.8% | +2.2% | +10.6% | +10.2% |
| 3Y | -7.3% | +19.6% | -26.9% | -14.7% |
| All | -50.3% | -2.3% | -48.0% | -55.6% |
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