+23.9%
EW vs SW
+26.7%
-2.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.4% |
| 7D | +11.0% | +2.3% | +8.7% | +10.8% |
| 30D | +19.1% | +6.8% | +12.3% | +18.3% |
| 3M | +14.4% | -5.2% | +19.5% | +14.7% |
| 6M | +22.8% | +7.4% | +15.3% | +21.5% |
| YTD | +19.8% | +17.4% | +2.4% | +16.5% |
| 1Y | +23.9% | +27.1% | -3.2% | +18.3% |
| All | +23.9% | +26.7% | -2.8% | +18.3% |
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 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