+597.0%
SE vs SW
+106.4%
+490.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.7% |
| 7D | +0.6% | -2.6% | +3.2% | +1.1% |
| 30D | -0.1% | -7.5% | +7.4% | +1.4% |
| 3M | +34.1% | +10.3% | +23.9% | +31.5% |
| 6M | +23.2% | +5.4% | +17.8% | +21.5% |
| YTD | -11.2% | +17.9% | -29.0% | -14.2% |
| 1Y | -40.5% | -2.4% | -38.1% | -40.9% |
| 3Y | +196.3% | +28.7% | +167.6% | +176.6% |
| 5Y | -67.0% | -5.7% | -61.4% | -68.9% |
| All | +597.0% | +106.4% | +490.6% | +451.6% |
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