+200.1%
IEFA vs SW
+520.3%
-320.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.8% |
| 7D | -1.7% | +4.7% | -6.4% | -2.2% |
| 30D | -1.8% | +5.0% | -6.8% | -2.3% |
| 3M | -4.5% | -7.3% | +2.8% | -3.9% |
| 6M | +1.8% | +15.0% | -13.2% | 0.0% |
| YTD | +8.5% | +18.5% | -10.0% | +6.1% |
| 1Y | +12.8% | +27.1% | -14.3% | +9.5% |
| 3Y | +62.5% | +49.3% | +13.2% | +54.2% |
| 5Y | +44.8% | -1.6% | +46.5% | +39.0% |
| 10Y | +144.6% | +185.4% | -40.8% | +112.7% |
| All | +200.1% | +520.3% | -320.2% | +150.0% |
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