+138.5%
EFA vs SW
+182.7%
-44.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | -1.4% | +2.3% | -3.8% | -1.7% |
| 30D | -1.2% | +6.8% | -8.0% | -1.9% |
| 3M | -5.1% | -5.2% | +0.1% | -4.6% |
| 6M | -1.2% | +7.4% | -8.7% | -2.4% |
| YTD | +7.8% | +17.4% | -9.6% | +5.2% |
| 1Y | +12.2% | +27.1% | -14.9% | +8.5% |
| 3Y | +61.5% | +47.9% | +13.7% | +52.4% |
| 5Y | +45.8% | -2.6% | +48.3% | +39.4% |
| All | +138.5% | +182.7% | -44.2% | +102.1% |
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