+452.3%
EWT vs SW
+177.1%
+275.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +9.1% | -2.9% | +12.1% | +9.5% |
| 30D | -12.2% | +5.0% | -17.2% | -12.8% |
| 3M | -9.4% | -13.7% | +4.2% | -8.0% |
| 6M | +2.7% | +8.0% | -5.4% | +1.4% |
| YTD | +53.3% | +14.0% | +39.3% | +50.3% |
| 1Y | +59.2% | +25.6% | +33.6% | +54.4% |
| 3Y | +157.1% | +40.1% | +117.0% | +146.3% |
| 5Y | +119.6% | -2.6% | +122.2% | +112.1% |
| All | +452.3% | +177.1% | +275.2% | +360.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling