+129.5%
EW vs SW
+147.8%
-18.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | 0.0% |
| 7D | -0.3% | -5.1% | +4.8% | 0.0% |
| 30D | +1.0% | -4.6% | +5.6% | +1.4% |
| 3M | +2.8% | +9.4% | -6.6% | +1.9% |
| 6M | +5.5% | +3.5% | +2.0% | +4.8% |
| YTD | +5.5% | +22.0% | -16.6% | +3.4% |
| 1Y | +11.0% | +2.2% | +8.8% | +10.1% |
| 3Y | +17.7% | +19.6% | -1.9% | +14.0% |
| 5Y | -25.7% | -2.3% | -23.4% | -28.0% |
| All | +129.5% | +147.8% | -18.3% | +87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling