+209.3%
IEFA vs SW
+529.8%
-320.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +2.1% |
| 7D | +1.9% | +12.1% | -10.2% | +0.7% |
| 30D | +1.4% | +6.6% | -5.2% | +0.7% |
| 3M | -1.4% | -6.0% | +4.6% | -0.9% |
| 6M | +6.3% | +21.5% | -15.2% | +3.9% |
| YTD | +11.9% | +20.3% | -8.4% | +9.2% |
| 1Y | +17.0% | +28.1% | -11.2% | +13.5% |
| 3Y | +67.5% | +51.6% | +15.9% | +58.6% |
| 5Y | +49.5% | -0.1% | +49.7% | +43.3% |
| 10Y | +152.1% | +189.7% | -37.6% | +118.9% |
| All | +209.3% | +529.8% | -320.4% | +157.3% |
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