+1,919.5%
V vs SW
+755.0%
+1,164.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.0% |
| 7D | -1.7% | -5.1% | +3.4% | -1.4% |
| 30D | +2.0% | -4.6% | +6.5% | +2.2% |
| 3M | +17.4% | +9.4% | +8.0% | +16.7% |
| 6M | +17.5% | +3.5% | +14.0% | +17.0% |
| YTD | +7.6% | +22.0% | -14.4% | +6.1% |
| 1Y | +7.7% | +2.2% | +5.5% | +7.1% |
| 3Y | +54.7% | +19.6% | +35.1% | +51.8% |
| 5Y | +73.0% | -2.3% | +75.4% | +69.3% |
| 10Y | +390.9% | +181.4% | +209.5% | +358.3% |
| All | +1,919.5% | +755.0% | +1,164.5% | +1,688.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling