-10.7%
EQT vs SW
+26.8%
-37.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.2% |
| 7D | -3.8% | +2.2% | -6.0% | -3.7% |
| 30D | -1.3% | +7.4% | -8.7% | -0.8% |
| 3M | -3.5% | -5.9% | +2.4% | -3.6% |
| 6M | -6.5% | +9.0% | -15.5% | -5.4% |
| YTD | -1.8% | +18.1% | -19.9% | -1.8% |
| 1Y | -10.7% | +28.7% | -39.4% | -13.6% |
| All | -10.7% | +26.8% | -37.5% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling