+147.8%
SW vs ESI
+316.2%
-168.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.7% | +0.5% |
| 7D | -5.1% | +3.3% | -8.4% | -5.9% |
| 30D | -4.6% | -5.9% | +1.3% | -3.3% |
| 3M | +9.4% | -14.1% | +23.5% | +12.9% |
| 6M | +3.5% | +6.6% | -3.1% | +0.9% |
| YTD | +22.0% | +45.0% | -23.0% | +10.2% |
| 1Y | +2.2% | +41.5% | -39.2% | -7.3% |
| 3Y | +19.6% | +78.8% | -59.2% | +2.7% |
| 5Y | -2.3% | +70.9% | -73.2% | -16.6% |
| All | +147.8% | +316.2% | -168.4% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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