+150.1%
EXE vs SW
+7.5%
+142.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | -2.2% | +2.2% | -4.4% | -2.3% |
| 30D | -0.3% | +7.4% | -7.8% | -0.7% |
| 3M | -9.3% | -5.9% | -3.4% | -9.1% |
| 6M | -7.2% | +9.0% | -16.2% | -8.0% |
| YTD | -18.9% | +18.1% | -37.0% | -20.5% |
| 1Y | -21.7% | +28.7% | -50.4% | -23.8% |
| 3Y | +21.0% | +48.8% | -27.8% | +15.8% |
| 5Y | +76.0% | +2.5% | +73.5% | +67.3% |
| All | +150.1% | +7.5% | +142.7% | +135.4% |
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