+755.0%
SW vs ED
+455.8%
+299.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -4.6% | -0.1% | -4.4% | -4.6% |
| 3M | +9.4% | +3.9% | +5.5% | +9.2% |
| 6M | +3.5% | -3.0% | +6.5% | +3.6% |
| YTD | +22.0% | +10.7% | +11.3% | +21.5% |
| 1Y | +2.2% | +13.3% | -11.1% | +1.6% |
| 3Y | +19.6% | +34.5% | -14.9% | +17.4% |
| 5Y | -2.3% | +67.1% | -69.5% | -5.6% |
| 10Y | +181.4% | +103.0% | +78.3% | +176.1% |
| All | +755.0% | +455.8% | +299.2% | +823.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling