+707.6%
DELL vs SW
+19.6%
+688.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.1% |
| 7D | +14.9% | -5.1% | +20.0% | +17.0% |
| 30D | +13.3% | -4.6% | +17.9% | +15.0% |
| 3M | +24.4% | +9.4% | +15.0% | +19.3% |
| 6M | +258.0% | +3.5% | +254.5% | +247.9% |
| YTD | +320.2% | +22.0% | +298.2% | +282.0% |
| 1Y | +319.1% | +2.2% | +316.8% | +304.2% |
| All | +707.6% | +19.6% | +688.0% | +669.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling