+743.1%
SW vs EAT
+1,436.8%
-693.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.3% | -2.2% | +3.6% |
| 7D | +12.1% | -0.1% | +12.2% | +12.0% |
| 30D | +6.6% | +13.5% | -7.0% | +5.5% |
| 3M | -6.0% | +1.0% | -7.0% | -6.3% |
| 6M | +21.5% | +57.3% | -35.8% | +17.2% |
| YTD | +20.3% | +53.6% | -33.3% | +16.1% |
| 1Y | +28.1% | +110.8% | -82.7% | +21.0% |
| 3Y | +51.6% | +524.8% | -473.2% | +36.4% |
| 5Y | -0.1% | +416.1% | -416.3% | -10.5% |
| 10Y | +189.7% | +418.3% | -228.5% | +167.1% |
| All | +743.1% | +1,436.8% | -693.7% | +712.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling