+183.3%
SW vs EFV
+165.2%
+18.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -1.6% |
| 7D | +1.8% | +1.7% | +0.1% | +0.6% |
| 30D | +7.0% | +3.4% | +3.6% | +4.6% |
| 3M | -7.6% | -1.7% | -6.0% | -6.5% |
| 6M | +8.5% | +6.4% | +2.1% | +4.6% |
| YTD | +17.7% | +16.3% | +1.4% | +7.6% |
| 1Y | +27.1% | +22.9% | +4.1% | +12.4% |
| 3Y | +48.2% | +92.8% | -44.6% | +1.8% |
| 5Y | -2.3% | +93.5% | -95.8% | -33.7% |
| 10Y | +183.3% | +162.1% | +21.2% | +68.8% |
| All | +183.3% | +165.2% | +18.2% | +68.8% |
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