+802.8%
TEAM vs SW
+160.4%
+642.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.8% |
| 7D | -0.4% | -5.1% | +4.7% | +0.3% |
| 30D | +67.3% | -4.6% | +71.9% | +68.6% |
| 3M | +86.8% | +9.4% | +77.4% | +84.2% |
| 6M | +146.8% | +3.5% | +143.3% | +144.2% |
| YTD | +16.9% | +22.0% | -5.1% | +12.6% |
| 1Y | +12.8% | +2.2% | +10.6% | +11.2% |
| 3Y | -7.3% | +19.6% | -26.9% | -11.4% |
| 5Y | -50.7% | -2.3% | -48.4% | -53.6% |
| 10Y | +529.8% | +181.4% | +348.5% | +449.2% |
| All | +802.8% | +160.4% | +642.4% | +645.9% |
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