+19.6%
SW vs FE
+49.5%
-29.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.3% |
| 7D | -5.1% | +1.9% | -7.0% | -5.3% |
| 30D | -4.6% | -1.2% | -3.4% | -4.5% |
| 3M | +9.4% | +3.5% | +5.9% | +9.2% |
| 6M | +3.5% | -6.1% | +9.6% | +4.2% |
| YTD | +22.0% | +7.6% | +14.4% | +21.7% |
| 1Y | +2.2% | +11.9% | -9.7% | +1.6% |
| All | +19.6% | +49.5% | -29.9% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling