+755.0%
SW vs EAT
+1,505.0%
-750.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -4.6% | +1.9% | -6.5% | -4.8% |
| 3M | +9.4% | +68.7% | -59.3% | +5.3% |
| 6M | +3.5% | +66.9% | -63.4% | -0.5% |
| YTD | +22.0% | +60.4% | -38.4% | +17.6% |
| 1Y | +2.2% | +44.0% | -41.8% | -1.0% |
| 3Y | +19.6% | +604.7% | -585.1% | +7.1% |
| 5Y | -2.3% | +347.0% | -349.4% | -12.3% |
| 10Y | +181.4% | +390.8% | -209.4% | +159.8% |
| All | +755.0% | +1,505.0% | -750.0% | +722.5% |
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 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