+12.4%
W vs SW
+25.8%
-13.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.5% | -6.7% | -7.2% |
| 7D | -5.6% | +4.7% | -10.3% | -8.2% |
| 30D | +7.5% | +5.0% | +2.5% | +4.1% |
| 3M | +5.4% | -7.3% | +12.7% | +10.5% |
| 6M | +79.4% | +15.0% | +64.4% | +66.2% |
| YTD | +12.9% | +18.5% | -5.6% | +4.8% |
| 1Y | +12.4% | +27.1% | -14.7% | +0.9% |
| All | +12.4% | +25.8% | -13.4% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling