+3,301.4%
DELL vs SW
+177.4%
+3,124.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.1% | -12.9% | -9.5% |
| 7D | -24.6% | +12.1% | -36.6% | -26.1% |
| 30D | -32.5% | +6.6% | -39.0% | -33.3% |
| 3M | -20.2% | -6.0% | -14.2% | -19.6% |
| 6M | +76.5% | +21.5% | +55.0% | +70.4% |
| YTD | +198.9% | +20.3% | +178.6% | +188.0% |
| 1Y | +143.3% | +28.1% | +115.2% | +132.2% |
| 3Y | +459.7% | +51.6% | +408.1% | +431.5% |
| 5Y | +652.2% | -0.1% | +652.3% | +622.9% |
| 10Y | +2,908.2% | +189.7% | +2,718.5% | +2,480.8% |
| All | +3,301.4% | +177.4% | +3,124.0% | +2,739.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling