+240.2%
DIA vs SW
+182.7%
+57.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -0.9% | +2.3% | -3.3% | -1.2% |
| 30D | +0.3% | +6.8% | -6.5% | -0.4% |
| 3M | -4.5% | -5.2% | +0.7% | -4.1% |
| 6M | +3.4% | +7.4% | -4.1% | +2.3% |
| YTD | +7.8% | +17.4% | -9.6% | +5.6% |
| 1Y | +10.7% | +27.1% | -16.3% | +7.7% |
| 3Y | +57.5% | +47.9% | +9.7% | +50.3% |
| 5Y | +53.7% | -2.6% | +56.3% | +48.4% |
| All | +240.2% | +182.7% | +57.5% | +197.1% |
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