+687.4%
EWT vs SW
+755.0%
-67.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +4.0% | -5.1% | +9.1% | +4.3% |
| 30D | +10.3% | -4.6% | +14.9% | +10.6% |
| 3M | +6.1% | +9.4% | -3.3% | +5.4% |
| 6M | +56.6% | +3.5% | +53.1% | +55.9% |
| YTD | +76.6% | +22.0% | +54.5% | +74.1% |
| 1Y | +97.9% | +2.2% | +95.7% | +96.8% |
| 3Y | +198.0% | +19.6% | +178.4% | +192.9% |
| 5Y | +151.8% | -2.3% | +154.1% | +146.7% |
| 10Y | +514.1% | +181.4% | +332.8% | +479.5% |
| All | +687.4% | +755.0% | -67.6% | +675.6% |
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