+20.0%
EXE vs SW
+19.6%
+0.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.2% |
| 7D | -0.3% | -5.1% | +4.8% | 0.0% |
| 30D | +8.5% | -4.6% | +13.0% | +8.6% |
| 3M | +5.5% | +9.4% | -3.9% | +4.7% |
| 6M | -5.9% | +3.5% | -9.4% | -6.1% |
| YTD | -9.7% | +22.0% | -31.8% | -11.6% |
| 1Y | +3.6% | +2.2% | +1.4% | +2.9% |
| All | +20.0% | +19.6% | +0.4% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling