-64.6%
XYZ vs SW
-1.6%
-63.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.6% |
| 7D | +9.2% | +4.7% | +4.6% | +7.8% |
| 30D | +9.8% | +5.0% | +4.8% | +8.2% |
| 3M | -0.2% | -7.3% | +7.1% | +2.2% |
| 6M | +18.0% | +15.0% | +3.0% | +12.3% |
| YTD | +29.1% | +18.5% | +10.6% | +20.7% |
| 1Y | +14.1% | +27.1% | -13.0% | +4.3% |
| 3Y | +72.6% | +49.3% | +23.3% | +49.5% |
| 5Y | -64.6% | -1.6% | -63.0% | -70.3% |
| All | -64.6% | -1.6% | -63.0% | -70.3% |
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