+86.2%
DE vs SW
+42.5%
+43.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.8% |
| 7D | +5.6% | +12.1% | -6.5% | +3.2% |
| 30D | -0.8% | +6.6% | -7.4% | -2.1% |
| 3M | +9.8% | -6.0% | +15.9% | +10.9% |
| 6M | +17.5% | +21.5% | -3.9% | +12.7% |
| YTD | +46.5% | +20.3% | +26.1% | +39.7% |
| 1Y | +46.1% | +28.1% | +18.0% | +37.7% |
| All | +86.2% | +42.5% | +43.7% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling