+185.4%
SW vs EL
+52.8%
+132.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.7% |
| 7D | +4.7% | -1.1% | +5.7% | +4.9% |
| 30D | +5.0% | +15.3% | -10.3% | +1.6% |
| 3M | -7.3% | +24.2% | -31.5% | -11.9% |
| 6M | +15.0% | +30.9% | -15.9% | +7.9% |
| YTD | +18.5% | +3.9% | +14.6% | +15.7% |
| 1Y | +27.1% | +19.9% | +7.3% | +20.5% |
| 3Y | +49.3% | +2.5% | +46.8% | +38.6% |
| 5Y | -1.6% | -66.7% | +65.1% | +8.7% |
| All | +185.4% | +52.8% | +132.5% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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