+147.8%
SW vs EL
+31.9%
+115.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.6% |
| 7D | -5.1% | +0.8% | -5.9% | -5.3% |
| 30D | -4.6% | +19.8% | -24.4% | -8.4% |
| 3M | +9.4% | +25.7% | -16.3% | +4.0% |
| 6M | +3.5% | +5.4% | -1.9% | +1.4% |
| YTD | +22.0% | +0.2% | +21.8% | +20.3% |
| 1Y | +2.2% | +20.4% | -18.2% | -3.1% |
| 3Y | +19.6% | -32.1% | +51.7% | +19.2% |
| 5Y | -2.3% | -67.2% | +64.8% | +8.4% |
| All | +147.8% | +31.9% | +115.9% | +111.2% |
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