+743.1%
SW vs EL
+479.4%
+263.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.3% | -2.2% | +3.2% |
| 7D | +12.1% | +2.5% | +9.6% | +11.6% |
| 30D | +6.6% | +20.1% | -13.5% | +3.7% |
| 3M | -6.0% | +29.3% | -35.3% | -9.7% |
| 6M | +21.5% | +38.8% | -17.3% | +15.5% |
| YTD | +20.3% | +8.1% | +12.2% | +17.8% |
| 1Y | +28.1% | +22.3% | +5.8% | +23.4% |
| 3Y | +51.6% | +6.7% | +44.9% | +43.9% |
| 5Y | -0.1% | -64.4% | +64.2% | +3.1% |
| 10Y | +189.7% | +61.2% | +128.5% | +176.6% |
| All | +743.1% | +479.4% | +263.6% | +764.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling