+177.1%
SW vs EFV
+163.3%
+13.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -2.9% | +2.5% | -5.5% | -4.6% |
| 30D | +5.0% | +2.9% | +2.1% | +3.0% |
| 3M | -13.7% | -1.4% | -12.2% | -12.7% |
| 6M | +8.0% | +5.5% | +2.5% | +4.7% |
| YTD | +14.0% | +16.1% | -2.1% | +4.3% |
| 1Y | +25.6% | +20.3% | +5.3% | +12.6% |
| 3Y | +40.1% | +90.4% | -50.3% | -3.0% |
| 5Y | -2.6% | +93.5% | -96.1% | -33.8% |
| All | +177.1% | +163.3% | +13.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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