-0.1%
SW vs EFV
+94.2%
-94.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +0.9% | +1.0% |
| 7D | +12.1% | +2.9% | +9.2% | +9.1% |
| 30D | +6.6% | +3.6% | +3.0% | +3.1% |
| 3M | -6.0% | -0.1% | -5.9% | -5.7% |
| 6M | +21.5% | +9.6% | +11.9% | +12.1% |
| YTD | +20.3% | +17.0% | +3.4% | +5.1% |
| 1Y | +28.1% | +25.7% | +2.5% | +5.3% |
| 3Y | +51.6% | +90.1% | -38.5% | -10.0% |
| All | -0.1% | +94.2% | -94.3% | -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