-0.1%
SW vs EAT
+433.1%
-433.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.3% | -2.2% | +2.7% |
| 7D | +12.1% | -0.1% | +12.2% | +12.0% |
| 30D | +6.6% | +13.5% | -7.0% | +3.2% |
| 3M | -6.0% | +1.0% | -7.0% | -7.1% |
| 6M | +21.5% | +57.3% | -35.8% | +7.9% |
| YTD | +20.3% | +53.6% | -33.3% | +6.6% |
| 1Y | +28.1% | +110.8% | -82.7% | +5.0% |
| 3Y | +51.6% | +524.8% | -473.2% | -0.7% |
| 5Y | -0.1% | +416.1% | -416.3% | -36.5% |
| All | -0.1% | +433.1% | -433.2% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling