+555.0%
DIA vs SW
+743.1%
-188.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +2.9% |
| 7D | +1.6% | +12.1% | -10.4% | +1.0% |
| 30D | +4.1% | +6.6% | -2.4% | +3.8% |
| 3M | -1.0% | -6.0% | +5.0% | -0.8% |
| 6M | +9.7% | +21.5% | -11.8% | +8.4% |
| YTD | +12.2% | +20.3% | -8.2% | +10.8% |
| 1Y | +14.9% | +28.1% | -13.3% | +13.2% |
| 3Y | +64.2% | +51.6% | +12.6% | +60.3% |
| 5Y | +60.9% | -0.1% | +61.0% | +57.7% |
| 10Y | +261.3% | +189.7% | +71.6% | +242.7% |
| All | +555.0% | +743.1% | -188.1% | +532.4% |
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