+182.7%
SW vs ESI
+312.6%
-129.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.4% |
| 7D | +2.3% | -8.5% | +10.8% | +4.4% |
| 30D | +6.8% | -15.7% | +22.4% | +10.8% |
| 3M | -5.2% | -18.2% | +13.0% | -1.2% |
| 6M | +7.4% | -28.8% | +36.3% | +15.2% |
| YTD | +17.4% | +26.3% | -8.9% | +9.0% |
| 1Y | +27.1% | +18.2% | +8.9% | +19.7% |
| 3Y | +47.9% | +68.1% | -20.2% | +28.9% |
| 5Y | -2.6% | +28.8% | -31.3% | -13.2% |
| All | +182.7% | +312.6% | -129.9% | +104.9% |
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