+502.8%
EWT vs SW
+730.4%
-227.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -1.5% | -10.0% | -11.4% |
| 7D | -19.0% | +4.7% | -23.6% | -19.2% |
| 30D | -27.0% | +5.0% | -32.0% | -27.2% |
| 3M | -15.6% | -7.3% | -8.2% | -15.2% |
| 6M | -7.4% | +15.0% | -22.4% | -8.3% |
| YTD | +35.2% | +18.5% | +16.7% | +33.5% |
| 1Y | +36.0% | +27.1% | +8.9% | +33.8% |
| 3Y | +128.2% | +49.3% | +78.9% | +122.6% |
| 5Y | +97.4% | -1.6% | +99.0% | +93.5% |
| 10Y | +368.6% | +185.4% | +183.2% | +342.5% |
| All | +502.8% | +730.4% | -227.6% | +494.5% |
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 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