+177.5%
EXC vs SW
+185.4%
-7.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +1.4% | +4.7% | -3.3% | +1.2% |
| 30D | +11.6% | +5.0% | +6.6% | +11.4% |
| 3M | +2.7% | -7.3% | +10.0% | +2.9% |
| 6M | +2.7% | +15.0% | -12.3% | +2.0% |
| YTD | +9.7% | +18.5% | -8.8% | +8.7% |
| 1Y | +4.5% | +27.1% | -22.6% | +3.2% |
| 3Y | +28.5% | +49.3% | -20.8% | +24.6% |
| 5Y | +43.9% | -1.6% | +45.6% | +40.6% |
| All | +177.5% | +185.4% | -7.8% | +158.9% |
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