+2,505.9%
DELL vs SW
+182.7%
+2,323.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.8% |
| 7D | -22.6% | +2.3% | -24.9% | -22.9% |
| 30D | -43.2% | +6.8% | -50.0% | -43.8% |
| 3M | -24.8% | -5.2% | -19.6% | -24.4% |
| 6M | +38.0% | +7.4% | +30.6% | +35.8% |
| YTD | +163.7% | +17.4% | +146.3% | +155.2% |
| 1Y | +122.5% | +27.1% | +95.5% | +112.7% |
| 3Y | +377.0% | +47.9% | +329.1% | +355.4% |
| 5Y | +542.6% | -2.6% | +545.1% | +520.2% |
| All | +2,505.9% | +182.7% | +2,323.2% | +2,315.8% |
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