+755.0%
SW vs ECL
+655.8%
+99.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.1% | -2.6% | -2.5% | -4.6% |
| 30D | -4.6% | -2.2% | -2.4% | -4.2% |
| 3M | +9.4% | +10.1% | -0.7% | +7.7% |
| 6M | +3.5% | -5.7% | +9.2% | +4.7% |
| YTD | +22.0% | +7.0% | +15.1% | +21.1% |
| 1Y | +2.2% | +2.7% | -0.5% | +2.1% |
| 3Y | +19.6% | +57.7% | -38.1% | +12.4% |
| 5Y | -2.3% | +31.1% | -33.5% | -7.7% |
| 10Y | +181.4% | +150.9% | +30.5% | +154.9% |
| All | +755.0% | +655.8% | +99.2% | +752.4% |
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