-15.3%
EW vs SW
-0.1%
-15.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.1% | +0.3% | +4.1% |
| 7D | +8.3% | +12.1% | -3.8% | +7.5% |
| 30D | +13.9% | +6.6% | +7.4% | +13.4% |
| 3M | +10.9% | -6.0% | +16.9% | +11.2% |
| 6M | +19.2% | +21.5% | -2.2% | +17.6% |
| YTD | +16.6% | +20.3% | -3.8% | +14.8% |
| 1Y | +18.1% | +28.1% | -10.1% | +15.8% |
| 3Y | +48.2% | +51.6% | -3.4% | +42.7% |
| 5Y | -15.3% | -0.1% | -15.2% | -17.8% |
| All | -15.3% | -0.1% | -15.2% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling