-64.6%
XYZ vs SW
-0.1%
-64.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.1% | +11.2% | +14.0% |
| 7D | +16.5% | +12.1% | +4.5% | +12.6% |
| 30D | +15.0% | +6.6% | +8.4% | +12.7% |
| 3M | +3.5% | -6.0% | +9.5% | +5.5% |
| 6M | +21.9% | +21.5% | +0.4% | +14.0% |
| YTD | +34.6% | +20.3% | +14.3% | +25.2% |
| 1Y | +20.7% | +28.1% | -7.4% | +10.1% |
| 3Y | +80.0% | +51.6% | +28.4% | +55.1% |
| 5Y | -64.6% | -0.1% | -64.5% | -70.5% |
| All | -64.6% | -0.1% | -64.5% | -70.5% |
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 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