+62.8%
EFA vs SW
+40.4%
+22.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | -1.6% | +4.7% | -6.2% | -2.3% |
| 30D | -1.5% | +5.0% | -6.5% | -2.3% |
| 3M | -4.4% | -7.3% | +2.9% | -3.4% |
| 6M | +2.2% | +15.0% | -12.7% | -0.7% |
| YTD | +8.6% | +18.5% | -9.9% | +4.6% |
| 1Y | +12.8% | +27.1% | -14.3% | +7.4% |
| All | +62.8% | +40.4% | +22.4% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling