+189.7%
SW vs ED
+128.5%
+61.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +3.8% |
| 7D | +12.1% | +5.4% | +6.7% | +11.5% |
| 30D | +6.6% | +16.4% | -9.8% | +5.0% |
| 3M | -6.0% | +11.9% | -17.9% | -7.1% |
| 6M | +21.5% | +11.6% | +9.9% | +20.1% |
| YTD | +20.3% | +24.1% | -3.8% | +17.6% |
| 1Y | +28.1% | +26.9% | +1.3% | +24.9% |
| 3Y | +51.6% | +47.9% | +3.7% | +43.4% |
| 5Y | -0.1% | +87.5% | -87.6% | -10.1% |
| 10Y | +189.7% | +133.2% | +56.5% | +165.7% |
| All | +189.7% | +128.5% | +61.2% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling