+21.5%
SW vs EAT
+48.9%
-27.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.3% | -2.2% | +3.4% |
| 7D | +12.1% | -0.1% | +12.2% | +12.0% |
| 30D | +6.6% | +13.5% | -7.0% | +4.6% |
| 3M | -6.0% | +1.0% | -7.0% | -6.4% |
| 6M | +21.5% | +57.3% | -35.8% | +4.3% |
| All | +21.5% | +48.9% | -27.5% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling