+148.3%
EXE vs SW
+9.5%
+138.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -3.1% |
| 7D | -4.7% | +12.1% | -16.7% | -5.3% |
| 30D | +1.0% | +6.6% | -5.5% | +0.6% |
| 3M | -5.6% | -6.0% | +0.4% | -5.4% |
| 6M | -12.3% | +21.5% | -33.8% | -13.8% |
| YTD | -19.5% | +20.3% | -39.8% | -21.1% |
| 1Y | -18.9% | +28.1% | -47.0% | -21.0% |
| 3Y | +6.3% | +51.6% | -45.3% | +1.6% |
| 5Y | +68.0% | -0.1% | +68.2% | +59.7% |
| All | +148.3% | +9.5% | +138.9% | +133.5% |
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