-1.6%
SW vs ETSY
-65.1%
+63.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.9% |
| 7D | +4.7% | -0.1% | +4.7% | +4.6% |
| 30D | +5.0% | +28.2% | -23.2% | +1.4% |
| 3M | -7.3% | +6.6% | -13.9% | -8.5% |
| 6M | +15.0% | +45.4% | -30.4% | +8.9% |
| YTD | +18.5% | +65.1% | -46.6% | +9.5% |
| 1Y | +27.1% | +51.8% | -24.7% | +18.7% |
| 3Y | +49.3% | +40.3% | +9.0% | +37.1% |
| 5Y | -1.6% | -64.8% | +63.2% | +8.1% |
| All | -1.6% | -65.1% | +63.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 5y: compounded portfolio wealth divided by compounded ETSY 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…
5y analysis · Full analysis span regression · 6 months rolling