+21.5%
SW vs ECL
+23.0%
-1.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.7% | +0.1% |
| 7D | +12.1% | +7.7% | +4.3% | +2.7% |
| 30D | +6.6% | +13.7% | -7.1% | -8.5% |
| 3M | -6.0% | +11.6% | -17.6% | -17.3% |
| 6M | +21.5% | +23.9% | -2.4% | -5.3% |
| All | +21.5% | +23.0% | -1.5% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling