+1,147.0%
DE vs SW
+755.0%
+392.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +10.0% | -5.1% | +15.1% | +10.4% |
| 30D | +13.3% | -4.6% | +17.9% | +13.7% |
| 3M | +17.5% | +9.4% | +8.1% | +16.6% |
| 6M | +13.6% | +3.5% | +10.1% | +13.0% |
| YTD | +49.8% | +22.0% | +27.8% | +47.2% |
| 1Y | +47.9% | +2.2% | +45.7% | +46.8% |
| 3Y | +72.5% | +19.6% | +52.9% | +68.4% |
| 5Y | +90.2% | -2.3% | +92.6% | +84.9% |
| 10Y | +865.4% | +181.4% | +684.0% | +771.6% |
| All | +1,147.0% | +755.0% | +392.0% | +904.2% |
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 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