+587.7%
XYZ vs SW
+185.4%
+402.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.8% |
| 7D | +9.2% | +4.7% | +4.6% | +8.3% |
| 30D | +9.8% | +5.0% | +4.8% | +8.7% |
| 3M | -0.2% | -7.3% | +7.1% | +1.4% |
| 6M | +18.0% | +15.0% | +3.0% | +14.3% |
| YTD | +29.1% | +18.5% | +10.6% | +23.9% |
| 1Y | +14.1% | +27.1% | -13.0% | +8.0% |
| 3Y | +72.6% | +49.3% | +23.3% | +59.2% |
| 5Y | -64.6% | -1.6% | -63.0% | -66.9% |
| All | +587.7% | +185.4% | +402.3% | +582.5% |
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 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