-0.1%
SW vs EL
-64.6%
+64.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.3% | -2.2% | +2.6% |
| 7D | +12.1% | +2.5% | +9.6% | +11.4% |
| 30D | +6.6% | +20.1% | -13.5% | +2.0% |
| 3M | -6.0% | +29.3% | -35.3% | -11.7% |
| 6M | +21.5% | +38.8% | -17.3% | +12.2% |
| YTD | +20.3% | +8.1% | +12.2% | +16.2% |
| 1Y | +28.1% | +22.3% | +5.8% | +20.5% |
| 3Y | +51.6% | +6.7% | +44.9% | +36.9% |
| 5Y | -0.1% | -64.4% | +64.2% | +3.0% |
| All | -0.1% | -64.6% | +64.5% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling