+18.1%
EW vs SW
+29.5%
-11.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.1% | +0.3% | +4.0% |
| 7D | +8.3% | +12.1% | -3.8% | +7.1% |
| 30D | +13.9% | +6.6% | +7.4% | +13.2% |
| 3M | +10.9% | -6.0% | +16.9% | +11.3% |
| 6M | +19.2% | +21.5% | -2.2% | +16.7% |
| YTD | +16.6% | +20.3% | -3.8% | +12.8% |
| 1Y | +18.1% | +28.1% | -10.1% | +12.6% |
| All | +18.1% | +29.5% | -11.4% | +12.6% |
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