-21.8%
EXE vs SW
+26.7%
-48.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.9% |
| 7D | -6.6% | +2.3% | -8.9% | -6.4% |
| 30D | -4.0% | +6.8% | -10.8% | -3.4% |
| 3M | -7.5% | -5.2% | -2.3% | -7.8% |
| 6M | -11.7% | +7.4% | -19.1% | -10.7% |
| YTD | -22.0% | +17.4% | -39.4% | -22.5% |
| 1Y | -21.8% | +27.1% | -48.9% | -24.4% |
| All | -21.8% | +26.7% | -48.5% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling