+236.9%
W vs SW
+185.4%
+51.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.5% | -6.7% | -7.7% |
| 7D | -5.6% | +4.7% | -10.3% | -7.0% |
| 30D | +7.5% | +5.0% | +2.5% | +5.7% |
| 3M | +5.4% | -7.3% | +12.7% | +8.2% |
| 6M | +79.4% | +15.0% | +64.4% | +72.5% |
| YTD | +12.9% | +18.5% | -5.6% | +6.8% |
| 1Y | +12.4% | +27.1% | -14.7% | +3.9% |
| 3Y | +128.5% | +49.3% | +79.2% | +106.6% |
| 5Y | -54.0% | -1.6% | -52.3% | -56.5% |
| All | +236.9% | +185.4% | +51.6% | +147.0% |
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