+449.6%
V vs SW
+185.4%
+264.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.1% |
| 7D | +2.9% | +4.7% | -1.7% | +2.5% |
| 30D | +14.0% | +5.0% | +9.0% | +13.5% |
| 3M | +14.9% | -7.3% | +22.2% | +15.5% |
| 6M | +31.7% | +15.0% | +16.8% | +29.6% |
| YTD | +21.2% | +18.5% | +2.7% | +18.6% |
| 1Y | +25.3% | +27.1% | -1.9% | +21.7% |
| 3Y | +77.5% | +49.3% | +28.2% | +68.8% |
| 5Y | +102.6% | -1.6% | +104.2% | +95.2% |
| All | +449.6% | +185.4% | +264.2% | +365.1% |
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