-2.3%
SW vs ECL
+31.2%
-33.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.1% | -2.6% | -2.5% | -3.9% |
| 30D | -4.6% | -2.2% | -2.4% | -3.6% |
| 3M | +9.4% | +10.1% | -0.7% | +5.2% |
| 6M | +3.5% | -5.7% | +9.2% | +6.1% |
| YTD | +22.0% | +7.0% | +15.1% | +19.5% |
| 1Y | +2.2% | +2.7% | -0.5% | +1.5% |
| 3Y | +19.6% | +57.7% | -38.1% | +2.7% |
| All | -2.3% | +31.2% | -33.5% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling