+52.2%
EWT vs SW
+26.3%
+25.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.1% |
| 7D | -5.0% | +1.8% | -6.8% | -5.3% |
| 30D | -16.3% | +7.0% | -23.3% | -17.7% |
| 3M | -7.2% | -7.6% | +0.4% | -5.5% |
| 6M | -0.5% | +8.5% | -9.0% | -3.8% |
| YTD | +50.6% | +17.7% | +32.9% | +43.4% |
| All | +52.2% | +26.3% | +25.9% | +43.3% |
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 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