+108.1%
DE vs SW
+2.5%
+105.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +3.3% | +2.2% | +1.1% | +3.0% |
| 30D | +10.7% | +7.4% | +3.3% | +9.6% |
| 3M | +13.1% | -5.9% | +19.1% | +13.9% |
| 6M | +20.2% | +9.0% | +11.3% | +18.6% |
| YTD | +48.9% | +18.1% | +30.8% | +44.9% |
| 1Y | +46.6% | +28.7% | +17.9% | +41.3% |
| 3Y | +91.4% | +48.8% | +42.6% | +82.0% |
| 5Y | +108.1% | +2.5% | +105.7% | +93.2% |
| All | +108.1% | +2.5% | +105.7% | +93.2% |
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 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