+49.3%
SW vs ECL
+81.2%
-31.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | +0.5% |
| 7D | +4.7% | +1.7% | +3.0% | +3.5% |
| 30D | +5.0% | +8.9% | -3.9% | -0.9% |
| 3M | -7.3% | +7.4% | -14.7% | -11.7% |
| 6M | +15.0% | +19.3% | -4.4% | +2.8% |
| YTD | +18.5% | +17.4% | +1.1% | +8.1% |
| 1Y | +27.1% | +19.4% | +7.7% | +15.0% |
| All | +49.3% | +81.2% | -31.9% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling