+3,373.6%
TER vs SW
+725.7%
+2,647.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +4.5% |
| 7D | +11.0% | -2.6% | +13.5% | +11.2% |
| 30D | -1.9% | -7.5% | +5.6% | -1.3% |
| 3M | -0.7% | +10.3% | -10.9% | -1.7% |
| 6M | +36.4% | +5.4% | +30.9% | +35.5% |
| YTD | +92.4% | +17.9% | +74.6% | +89.7% |
| 1Y | +213.5% | -2.4% | +215.9% | +212.4% |
| 3Y | +277.2% | +28.7% | +248.5% | +269.0% |
| 5Y | +219.1% | -5.7% | +224.8% | +212.4% |
| 10Y | +1,744.2% | +139.3% | +1,605.0% | +1,653.5% |
| All | +3,373.6% | +725.7% | +2,647.9% | +3,343.6% |
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 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