+121.3%
SW vs ETSY
+146.8%
-25.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.7% | +8.0% | +1.8% |
| 7D | -5.1% | -8.5% | +3.4% | -4.5% |
| 30D | -4.6% | -10.9% | +6.3% | -3.8% |
| 3M | +9.4% | +14.1% | -4.7% | +8.2% |
| 6M | +3.5% | +37.5% | -34.0% | +0.8% |
| YTD | +22.0% | +38.0% | -16.0% | +18.5% |
| 1Y | +2.2% | +46.5% | -44.3% | -1.3% |
| 3Y | +19.6% | +2.5% | +17.1% | +16.8% |
| 5Y | -2.3% | -65.3% | +62.9% | -1.0% |
| 10Y | +181.4% | +451.6% | -270.3% | +154.8% |
| All | +121.3% | +146.8% | -25.5% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling