+1,659.0%
EW vs SW
+755.0%
+904.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | +0.1% |
| 7D | -0.3% | -5.1% | +4.8% | -0.1% |
| 30D | +1.0% | -4.6% | +5.6% | +1.2% |
| 3M | +2.8% | +9.4% | -6.6% | +2.3% |
| 6M | +5.5% | +3.5% | +2.0% | +5.1% |
| YTD | +5.5% | +22.0% | -16.6% | +4.3% |
| 1Y | +11.0% | +2.2% | +8.8% | +10.5% |
| 3Y | +17.7% | +19.6% | -1.9% | +15.8% |
| 5Y | -25.7% | -2.3% | -23.4% | -27.0% |
| 10Y | +132.8% | +181.4% | -48.6% | +120.5% |
| All | +1,659.0% | +755.0% | +904.0% | +1,634.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling