+1,683.2%
TER vs SW
+147.8%
+1,535.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.3% |
| 7D | +0.6% | -5.1% | +5.7% | +1.5% |
| 30D | -8.3% | -4.6% | -3.7% | -7.6% |
| 3M | -12.2% | +9.4% | -21.6% | -13.9% |
| 6M | +17.1% | +3.5% | +13.6% | +15.9% |
| YTD | +84.7% | +22.0% | +62.6% | +78.0% |
| 1Y | +199.9% | +2.2% | +197.7% | +195.4% |
| 3Y | +232.8% | +19.6% | +213.2% | +218.3% |
| 5Y | +198.6% | -2.3% | +200.9% | +184.0% |
| All | +1,683.2% | +147.8% | +1,535.4% | +1,375.6% |
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 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