-2.3%
SW vs EFV
+96.9%
-99.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -5.1% | +1.5% | -6.6% | -6.4% |
| 30D | -4.6% | +1.7% | -6.3% | -6.1% |
| 3M | +9.4% | +8.6% | +0.7% | +1.5% |
| 6M | +3.5% | +11.7% | -8.2% | -6.1% |
| YTD | +22.0% | +19.3% | +2.8% | +4.6% |
| 1Y | +2.2% | +30.2% | -28.0% | -18.6% |
| 3Y | +19.6% | +91.6% | -72.0% | -29.7% |
| All | -2.3% | +96.9% | -99.2% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling