+164.1%
EQT vs SW
-1.7%
+165.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | +3.4% | -3.0% | +6.4% | +3.7% |
| 30D | -3.5% | +4.2% | -7.7% | -3.8% |
| 3M | -2.8% | -11.5% | +8.7% | -2.0% |
| 6M | -5.5% | +8.6% | -14.1% | -6.6% |
| YTD | -1.1% | +15.0% | -16.1% | -3.2% |
| 1Y | -12.9% | +25.7% | -38.6% | -15.6% |
| 3Y | +39.5% | +44.8% | -5.3% | +32.8% |
| 5Y | +164.1% | -1.7% | +165.8% | +140.6% |
| All | +164.1% | -1.7% | +165.8% | +140.6% |
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