+767.7%
DE vs SW
+185.4%
+582.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | +0.5% | +4.7% | -4.2% | 0.0% |
| 30D | -2.9% | +5.0% | -7.9% | -3.4% |
| 3M | +8.6% | -7.3% | +16.0% | +9.5% |
| 6M | +15.8% | +15.0% | +0.8% | +13.6% |
| YTD | +43.6% | +18.5% | +25.1% | +40.1% |
| 1Y | +41.6% | +27.1% | +14.5% | +37.0% |
| 3Y | +80.7% | +49.3% | +31.3% | +70.7% |
| 5Y | +99.3% | -1.6% | +100.9% | +90.8% |
| All | +767.7% | +185.4% | +582.3% | +611.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling