-24.7%
U vs SW
+39.2%
-63.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.5% | +5.7% |
| 7D | +36.6% | +2.3% | +34.3% | +35.8% |
| 30D | +13.3% | +6.8% | +6.5% | +11.4% |
| 3M | +26.2% | -5.2% | +31.4% | +27.5% |
| 6M | +88.7% | +7.4% | +81.3% | +83.8% |
| YTD | +16.6% | +17.4% | -0.8% | +8.4% |
| 1Y | +29.0% | +27.1% | +1.9% | +17.0% |
| 3Y | +99.5% | +47.9% | +51.6% | +73.2% |
| 5Y | -66.1% | -2.6% | -63.6% | -70.3% |
| All | -24.7% | +39.2% | -63.8% | -37.2% |
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