+393.2%
SE vs SW
+110.8%
+282.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.1% | +0.4% | +3.7% |
| 7D | +6.7% | +12.1% | -5.4% | +4.5% |
| 30D | -17.2% | +6.6% | -23.8% | -18.2% |
| 3M | -28.0% | -6.0% | -22.0% | -27.2% |
| 6M | -6.1% | +21.5% | -27.6% | -9.7% |
| YTD | -37.1% | +20.3% | -57.5% | -39.5% |
| 1Y | -48.8% | +28.1% | -76.9% | -51.3% |
| 3Y | +79.0% | +51.6% | +27.4% | +63.0% |
| 5Y | -77.5% | -0.1% | -77.4% | -79.0% |
| All | +393.2% | +110.8% | +282.4% | +288.5% |
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