+182.7%
SW vs ELF
+337.1%
-154.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.7% | -1.4% |
| 7D | +2.3% | +4.0% | -1.7% | +2.0% |
| 30D | +6.8% | +10.6% | -3.8% | +5.8% |
| 3M | -5.2% | +25.8% | -31.0% | -7.1% |
| 6M | +7.4% | +89.1% | -81.6% | +1.6% |
| YTD | +17.4% | +52.7% | -35.3% | +12.5% |
| 1Y | +27.1% | +51.7% | -24.6% | +21.8% |
| 3Y | +47.9% | +14.2% | +33.6% | +39.5% |
| 5Y | -2.6% | +270.7% | -273.3% | -14.4% |
| All | +182.7% | +337.1% | -154.4% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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