-69.4%
U vs SW
-2.3%
-67.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -3.8% | -5.1% | +1.3% | -2.4% |
| 30D | +17.5% | -4.6% | +22.0% | +18.8% |
| 3M | +38.7% | +9.4% | +29.3% | +34.3% |
| 6M | +104.4% | +3.5% | +100.9% | +99.7% |
| YTD | -5.7% | +22.0% | -27.7% | -14.1% |
| 1Y | +3.7% | +2.2% | +1.5% | -0.5% |
| 3Y | +12.3% | +19.6% | -7.3% | -0.1% |
| All | -69.4% | -2.3% | -67.1% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling