-25.6%
TER vs SW
+17.5%
-43.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.1% | -10.9% | -7.8% |
| 7D | -19.9% | +12.1% | -31.9% | -22.5% |
| 30D | -43.5% | +6.6% | -50.1% | -44.5% |
| 3M | -37.8% | -6.0% | -31.8% | -36.2% |
| 6M | -25.6% | +21.5% | -47.0% | -40.1% |
| All | -25.6% | +17.5% | -43.0% | -40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling