+27.1%
SW vs EAT
+104.7%
-77.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.0% |
| 7D | +4.7% | -3.3% | +7.9% | +5.1% |
| 30D | +5.0% | +11.7% | -6.7% | +3.0% |
| 3M | -7.3% | -5.9% | -1.4% | -6.8% |
| 6M | +15.0% | +46.7% | -31.7% | +4.9% |
| YTD | +18.5% | +48.2% | -29.7% | +8.6% |
| 1Y | +27.1% | +105.4% | -78.3% | +14.9% |
| All | +27.1% | +104.7% | -77.6% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling