+2,413.7%
DELL vs SW
+185.4%
+2,228.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -1.5% | -13.4% | -14.7% |
| 7D | -33.4% | +4.7% | -38.0% | -33.9% |
| 30D | -44.7% | +5.0% | -49.7% | -45.2% |
| 3M | -31.4% | -7.3% | -24.1% | -30.7% |
| 6M | +46.9% | +15.0% | +32.0% | +43.2% |
| YTD | +154.4% | +18.5% | +135.9% | +145.8% |
| 1Y | +110.1% | +27.1% | +83.0% | +100.9% |
| 3Y | +376.4% | +49.3% | +327.0% | +354.2% |
| 5Y | +519.8% | -1.6% | +521.5% | +497.5% |
| All | +2,413.7% | +185.4% | +2,228.3% | +2,227.1% |
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