-63.1%
W vs SW
-2.3%
-60.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +1.9% |
| 7D | -4.2% | -5.1% | +0.9% | -1.6% |
| 30D | -7.6% | -4.6% | -3.0% | -5.4% |
| 3M | +37.2% | +9.4% | +27.8% | +32.4% |
| 6M | +26.3% | +3.5% | +22.8% | +24.9% |
| YTD | -1.0% | +22.0% | -23.0% | -10.0% |
| 1Y | +20.1% | +2.2% | +17.9% | +17.6% |
| 3Y | +37.8% | +19.6% | +18.2% | +26.6% |
| All | -63.1% | -2.3% | -60.8% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling