+533.2%
XYZ vs SW
+142.1%
+391.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -1.0% | -5.1% | +4.1% | +0.1% |
| 30D | -1.7% | -4.6% | +2.9% | -0.7% |
| 3M | +16.7% | +9.4% | +7.4% | +14.4% |
| 6M | +26.9% | +3.5% | +23.3% | +25.4% |
| YTD | +27.1% | +22.0% | +5.1% | +21.4% |
| 1Y | +9.3% | +2.2% | +7.0% | +7.7% |
| 3Y | +42.3% | +19.6% | +22.7% | +35.2% |
| 5Y | -69.3% | -2.3% | -67.0% | -71.3% |
| 10Y | +586.8% | +181.4% | +405.4% | +477.6% |
| All | +533.2% | +142.1% | +391.1% | +431.6% |
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 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