+159.9%
DELL vs SW
+22.9%
+137.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.9% | -5.3% | -6.7% |
| 7D | +4.9% | -3.9% | +8.8% | +6.0% |
| 30D | -32.1% | +3.9% | -36.0% | -33.0% |
| 3M | -30.2% | -14.6% | -15.7% | -27.2% |
| 6M | +41.7% | +6.9% | +34.8% | +36.8% |
| YTD | +176.6% | +12.8% | +163.8% | +156.7% |
| 1Y | +159.9% | +24.3% | +135.6% | +132.1% |
| All | +159.9% | +22.9% | +137.1% | +132.1% |
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 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