+46.9%
EFA vs SW
-1.6%
+48.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.7% |
| 7D | -1.6% | +4.7% | -6.2% | -2.2% |
| 30D | -1.5% | +5.0% | -6.5% | -2.1% |
| 3M | -4.4% | -7.3% | +2.9% | -3.6% |
| 6M | +2.2% | +15.0% | -12.7% | 0.0% |
| YTD | +8.6% | +18.5% | -9.9% | +5.5% |
| 1Y | +12.8% | +27.1% | -14.3% | +8.6% |
| 3Y | +62.0% | +49.3% | +12.7% | +52.0% |
| 5Y | +46.9% | -1.6% | +48.5% | +36.6% |
| All | +46.9% | -1.6% | +48.5% | +36.6% |
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 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