+77.0%
XYZ vs SW
+42.5%
+34.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.1% | +11.2% | +13.8% |
| 7D | +16.5% | +12.1% | +4.5% | +11.9% |
| 30D | +15.0% | +6.6% | +8.4% | +12.3% |
| 3M | +3.5% | -6.0% | +9.5% | +5.8% |
| 6M | +21.9% | +21.5% | +0.4% | +12.6% |
| YTD | +34.6% | +20.3% | +14.3% | +23.3% |
| 1Y | +20.7% | +28.1% | -7.4% | +7.9% |
| All | +77.0% | +42.5% | +34.5% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling