+182.7%
SW vs ETR
+352.3%
-169.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +2.3% | +0.4% | +1.9% | +2.3% |
| 30D | +6.8% | +7.5% | -0.8% | +5.7% |
| 3M | -5.2% | +4.4% | -9.6% | -5.8% |
| 6M | +7.4% | -1.5% | +9.0% | +7.6% |
| YTD | +17.4% | +21.8% | -4.4% | +13.9% |
| 1Y | +27.1% | +18.4% | +8.7% | +23.8% |
| 3Y | +47.9% | +148.5% | -100.7% | +31.2% |
| 5Y | -2.6% | +152.6% | -155.2% | -14.3% |
| All | +182.7% | +352.3% | -169.7% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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