+861.4%
TER vs SW
+185.4%
+676.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.5% | -13.7% | -15.0% |
| 7D | -28.2% | +4.7% | -32.8% | -28.7% |
| 30D | -50.6% | +5.0% | -55.6% | -51.0% |
| 3M | -45.3% | -7.3% | -38.0% | -44.8% |
| 6M | -40.4% | +15.0% | -55.4% | -42.1% |
| YTD | +10.0% | +18.5% | -8.5% | +6.3% |
| 1Y | +13.6% | +27.1% | -13.5% | +8.6% |
| 3Y | +145.2% | +49.3% | +95.9% | +128.7% |
| 5Y | +50.4% | -1.6% | +52.0% | +42.9% |
| All | +861.4% | +185.4% | +676.1% | +657.2% |
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