+40.5%
EXC vs SW
+755.0%
-714.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.1% |
| 7D | +0.3% | -5.1% | +5.4% | +0.4% |
| 30D | -3.7% | -4.6% | +0.9% | -3.6% |
| 3M | -1.3% | +9.4% | -10.7% | -1.6% |
| 6M | -9.7% | +3.5% | -13.2% | -9.9% |
| YTD | +2.9% | +22.0% | -19.1% | +2.1% |
| 1Y | +4.4% | +2.2% | +2.2% | +4.0% |
| 3Y | +22.2% | +19.6% | +2.6% | +20.4% |
| 5Y | +46.7% | -2.3% | +49.0% | +44.2% |
| 10Y | +155.3% | +181.4% | -26.0% | +139.8% |
| All | +40.5% | +755.0% | -714.5% | +23.5% |
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