+2,662.4%
DELL vs SW
+177.1%
+2,485.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.9% | -6.3% | -7.0% |
| 7D | +4.9% | -2.9% | +7.8% | +5.4% |
| 30D | -32.1% | +5.0% | -37.1% | -32.7% |
| 3M | -30.2% | -13.7% | -16.6% | -28.7% |
| 6M | +41.7% | +8.0% | +33.7% | +39.3% |
| YTD | +176.6% | +14.0% | +162.6% | +168.9% |
| 1Y | +159.9% | +25.6% | +134.3% | +149.0% |
| 3Y | +388.0% | +40.1% | +347.9% | +369.0% |
| 5Y | +578.2% | -2.6% | +580.8% | +556.7% |
| All | +2,662.4% | +177.1% | +2,485.3% | +2,494.5% |
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