+158.7%
EFA vs SW
+755.0%
-596.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | 0.0% |
| 7D | +0.6% | -5.1% | +5.7% | +1.0% |
| 30D | +0.9% | -4.6% | +5.4% | +1.2% |
| 3M | +4.9% | +9.4% | -4.5% | +4.0% |
| 6M | +8.6% | +3.5% | +5.1% | +8.0% |
| YTD | +14.6% | +22.0% | -7.4% | +12.6% |
| 1Y | +22.6% | +2.2% | +20.4% | +21.8% |
| 3Y | +66.5% | +19.6% | +46.9% | +62.5% |
| 5Y | +54.5% | -2.3% | +56.9% | +50.2% |
| 10Y | +144.8% | +181.4% | -36.6% | +123.2% |
| All | +158.7% | +755.0% | -596.3% | +128.2% |
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