+110.1%
DELL vs SW
+25.8%
+84.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -1.5% | -13.4% | -14.5% |
| 7D | -33.4% | +4.7% | -38.0% | -34.2% |
| 30D | -44.7% | +5.0% | -49.7% | -45.5% |
| 3M | -31.4% | -7.3% | -24.1% | -30.0% |
| 6M | +46.9% | +15.0% | +32.0% | +39.1% |
| YTD | +154.4% | +18.5% | +135.9% | +131.8% |
| 1Y | +110.1% | +27.1% | +83.0% | +86.6% |
| All | +110.1% | +25.8% | +84.4% | +86.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling