+84.8%
DE vs SW
+39.0%
+45.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -0.6% | +2.3% | -2.9% | -1.0% |
| 30D | +2.3% | +6.8% | -4.5% | +0.9% |
| 3M | +9.5% | -5.2% | +14.7% | +10.4% |
| 6M | +14.1% | +7.4% | +6.7% | +12.0% |
| YTD | +45.4% | +17.4% | +28.0% | +39.4% |
| 1Y | +42.9% | +27.1% | +15.8% | +35.0% |
| 3Y | +84.8% | +47.9% | +37.0% | +73.2% |
| All | +84.8% | +39.0% | +45.8% | +73.2% |
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