+64.5%
U vs SW
+42.5%
+22.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +3.8% |
| 7D | +7.5% | +12.1% | -4.6% | +4.2% |
| 30D | -7.0% | +6.6% | -13.6% | -8.7% |
| 3M | +20.6% | -6.0% | +26.6% | +22.2% |
| 6M | +53.2% | +21.5% | +31.7% | +43.6% |
| YTD | -3.9% | +20.3% | -24.2% | -13.1% |
| 1Y | +18.4% | +28.1% | -9.8% | +4.0% |
| All | +64.5% | +42.5% | +22.0% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling