+182.7%
SW vs EAT
+378.4%
-195.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.7% |
| 7D | +2.3% | -2.6% | +5.0% | +2.6% |
| 30D | +6.8% | +11.5% | -4.7% | +5.6% |
| 3M | -5.2% | -9.1% | +3.9% | -4.7% |
| 6M | +7.4% | +40.4% | -33.0% | +3.7% |
| YTD | +17.4% | +43.9% | -26.5% | +12.9% |
| 1Y | +27.1% | +101.9% | -74.9% | +18.7% |
| 3Y | +47.9% | +489.9% | -442.0% | +31.2% |
| 5Y | -2.6% | +362.6% | -365.2% | -14.2% |
| All | +182.7% | +378.4% | -195.7% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling