+280.1%
W vs SW
+189.7%
+90.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.1% | +6.9% | +9.5% |
| 7D | +8.4% | +12.1% | -3.7% | +4.2% |
| 30D | +16.5% | +6.6% | +10.0% | +13.9% |
| 3M | +6.4% | -6.0% | +12.5% | +8.6% |
| 6M | +90.5% | +21.5% | +69.1% | +79.7% |
| YTD | +23.1% | +20.3% | +2.7% | +15.7% |
| 1Y | +24.3% | +28.1% | -3.9% | +14.4% |
| 3Y | +149.0% | +51.6% | +97.4% | +123.8% |
| 5Y | -51.7% | -0.1% | -51.5% | -54.6% |
| 10Y | +280.1% | +189.7% | +90.3% | +176.9% |
| All | +280.1% | +189.7% | +90.3% | +176.9% |
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