+144.1%
EFA vs SW
+184.4%
-40.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +1.2% | +2.2% | -0.9% | +1.0% |
| 30D | +0.9% | +7.4% | -6.5% | +0.1% |
| 3M | -3.4% | -5.9% | +2.6% | -2.8% |
| 6M | +2.0% | +9.0% | -7.0% | +0.6% |
| YTD | +10.4% | +18.1% | -7.7% | +7.7% |
| 1Y | +13.3% | +28.7% | -15.4% | +9.4% |
| 3Y | +65.9% | +48.8% | +17.2% | +56.4% |
| 5Y | +51.5% | +2.5% | +49.0% | +44.1% |
| 10Y | +144.1% | +184.4% | -40.3% | +107.6% |
| All | +144.1% | +184.4% | -40.3% | +107.6% |
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 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