+554.5%
DIA vs SW
+755.0%
-200.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -0.2% | -5.1% | +4.9% | +0.1% |
| 30D | -1.5% | -4.6% | +3.1% | -1.3% |
| 3M | +3.8% | +9.4% | -5.6% | +3.2% |
| 6M | +10.3% | +3.5% | +6.8% | +9.8% |
| YTD | +12.1% | +22.0% | -9.9% | +10.7% |
| 1Y | +18.6% | +2.2% | +16.4% | +18.0% |
| 3Y | +60.6% | +19.6% | +41.0% | +58.1% |
| 5Y | +64.4% | -2.3% | +66.8% | +61.3% |
| 10Y | +250.1% | +181.4% | +68.7% | +232.0% |
| All | +554.5% | +755.0% | -200.5% | +531.8% |
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