-53.2%
TE vs SW
+62.3%
-115.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +1.0% |
| 7D | -4.0% | -5.1% | +1.1% | -2.7% |
| 30D | -15.9% | -4.6% | -11.3% | -14.9% |
| 3M | -60.5% | +9.4% | -69.9% | -61.6% |
| 6M | -35.2% | +3.5% | -38.7% | -36.2% |
| YTD | -31.1% | +22.0% | -53.2% | -35.7% |
| 1Y | +148.6% | +2.2% | +146.4% | +141.3% |
| 3Y | -26.4% | +19.6% | -46.0% | -30.4% |
| 5Y | -48.0% | -2.3% | -45.7% | -51.5% |
| All | -53.2% | +62.3% | -115.4% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling