-41.3%
TE vs SW
-5.7%
-35.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.4% | +13.4% | +11.1% |
| 7D | +18.2% | -2.6% | +20.8% | +19.1% |
| 30D | -13.5% | -7.5% | -6.0% | -11.3% |
| 3M | -44.6% | +10.3% | -54.9% | -46.9% |
| 6M | -24.7% | +5.4% | -30.1% | -26.9% |
| YTD | -24.3% | +17.9% | -42.1% | -30.6% |
| 1Y | +155.6% | -2.4% | +157.9% | +148.1% |
| 3Y | -18.3% | +28.7% | -47.0% | -25.7% |
| 5Y | -41.3% | -5.7% | -35.6% | -45.5% |
| All | -41.3% | -5.7% | -35.6% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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