+55.5%
EQT vs SW
+722.5%
-667.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.4% |
| 7D | -10.5% | +2.3% | -12.8% | -10.6% |
| 30D | -5.3% | +6.8% | -12.0% | -5.4% |
| 3M | -4.0% | -5.2% | +1.2% | -3.9% |
| 6M | -13.3% | +7.4% | -20.8% | -13.6% |
| YTD | -6.7% | +17.4% | -24.1% | -7.4% |
| 1Y | -11.2% | +27.1% | -38.3% | -12.1% |
| 3Y | +21.6% | +47.9% | -26.3% | +19.8% |
| 5Y | +158.6% | -2.6% | +161.2% | +154.6% |
| 10Y | +57.4% | +182.7% | -125.2% | +53.1% |
| All | +55.5% | +722.5% | -667.1% | +72.3% |
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