+36.0%
EWT vs SW
+25.8%
+10.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -1.5% | -10.0% | -11.2% |
| 7D | -19.0% | +4.7% | -23.6% | -19.7% |
| 30D | -27.0% | +5.0% | -32.0% | -27.8% |
| 3M | -15.6% | -7.3% | -8.2% | -14.1% |
| 6M | -7.4% | +15.0% | -22.4% | -11.6% |
| YTD | +35.2% | +18.5% | +16.7% | +28.6% |
| 1Y | +36.0% | +27.1% | +8.9% | +28.1% |
| All | +36.0% | +25.8% | +10.3% | +28.1% |
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