+97.9%
EWT vs SW
+1.0%
+96.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | +4.0% | -5.1% | +9.1% | +5.2% |
| 30D | +10.3% | -4.6% | +14.9% | +11.4% |
| 3M | +6.1% | +9.4% | -3.3% | +3.0% |
| 6M | +56.6% | +3.5% | +53.1% | +52.0% |
| YTD | +76.6% | +22.0% | +54.5% | +66.7% |
| 1Y | +97.9% | +2.2% | +95.7% | +94.2% |
| All | +97.9% | +1.0% | +96.9% | +94.2% |
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