+50.3%
EW vs SW
+40.4%
+9.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.5% |
| 7D | +6.8% | +4.7% | +2.1% | +6.5% |
| 30D | +16.6% | +5.0% | +11.6% | +16.2% |
| 3M | +13.3% | -7.3% | +20.7% | +13.7% |
| 6M | +21.6% | +15.0% | +6.6% | +20.5% |
| YTD | +18.3% | +18.5% | -0.3% | +17.0% |
| 1Y | +21.7% | +27.1% | -5.4% | +20.0% |
| All | +50.3% | +40.4% | +9.9% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling