+49.3%
SW vs ED
+48.1%
+1.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.5% |
| 7D | +4.7% | +5.2% | -0.5% | +4.9% |
| 30D | +5.0% | +15.5% | -10.5% | +6.0% |
| 3M | -7.3% | +13.0% | -20.4% | -6.6% |
| 6M | +15.0% | +13.1% | +1.9% | +16.1% |
| YTD | +18.5% | +25.3% | -6.8% | +20.7% |
| 1Y | +27.1% | +30.5% | -3.4% | +30.0% |
| All | +49.3% | +48.1% | +1.2% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling