+227.6%
W vs SW
+215.7%
+11.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.1% | +6.9% | +9.6% |
| 7D | +8.4% | +12.1% | -3.7% | +4.4% |
| 30D | +16.5% | +6.6% | +10.0% | +14.1% |
| 3M | +6.4% | -6.0% | +12.5% | +8.5% |
| 6M | +90.5% | +21.5% | +69.1% | +80.3% |
| YTD | +23.1% | +20.3% | +2.7% | +16.2% |
| 1Y | +24.3% | +28.1% | -3.9% | +15.0% |
| 3Y | +149.0% | +51.6% | +97.4% | +125.3% |
| 5Y | -51.7% | -0.1% | -51.5% | -54.3% |
| 10Y | +280.1% | +189.7% | +90.3% | +180.5% |
| All | +227.6% | +215.7% | +11.9% | +138.5% |
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