+182.0%
EXC vs SW
+189.7%
-7.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.5% |
| 7D | +3.3% | +12.1% | -8.8% | +2.8% |
| 30D | +13.3% | +6.6% | +6.7% | +13.0% |
| 3M | +1.8% | -6.0% | +7.8% | +2.0% |
| 6M | +1.1% | +21.5% | -20.4% | +0.2% |
| YTD | +9.0% | +20.3% | -11.3% | +7.9% |
| 1Y | +3.4% | +28.1% | -24.8% | +2.1% |
| 3Y | +27.7% | +51.6% | -23.9% | +23.8% |
| 5Y | +43.1% | -0.1% | +43.3% | +39.7% |
| 10Y | +182.0% | +189.7% | -7.8% | +158.8% |
| All | +182.0% | +189.7% | -7.8% | +158.8% |
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