+743.1%
SW vs ECL
+754.8%
-11.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.7% | +3.4% |
| 7D | +12.1% | +7.7% | +4.3% | +10.5% |
| 30D | +6.6% | +13.7% | -7.1% | +4.0% |
| 3M | -6.0% | +11.6% | -17.6% | -7.9% |
| 6M | +21.5% | +23.9% | -2.4% | +17.0% |
| YTD | +20.3% | +21.0% | -0.6% | +16.7% |
| 1Y | +28.1% | +23.1% | +5.0% | +23.9% |
| 3Y | +51.6% | +85.9% | -34.3% | +38.6% |
| 5Y | -0.1% | +46.1% | -46.2% | -7.6% |
| 10Y | +189.7% | +217.1% | -27.3% | +156.8% |
| All | +743.1% | +754.8% | -11.7% | +721.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling