-28.6%
U vs SW
+40.5%
-69.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -1.5% | +16.4% | +15.3% |
| 7D | +24.3% | +4.7% | +19.6% | +22.8% |
| 30D | +8.6% | +5.0% | +3.6% | +7.2% |
| 3M | +37.6% | -7.3% | +44.9% | +39.7% |
| 6M | +78.5% | +15.0% | +63.5% | +70.9% |
| YTD | +10.5% | +18.5% | -8.0% | +2.5% |
| 1Y | +15.2% | +27.1% | -11.9% | +4.6% |
| 3Y | +76.6% | +49.3% | +27.2% | +53.0% |
| 5Y | -67.9% | -1.6% | -66.2% | -71.9% |
| All | -28.6% | +40.5% | -69.1% | -40.6% |
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