+531.8%
DIA vs SW
+730.4%
-198.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.5% |
| 7D | -1.6% | +4.7% | -6.3% | -1.8% |
| 30D | 0.0% | +5.0% | -5.0% | -0.3% |
| 3M | -4.9% | -7.3% | +2.4% | -4.6% |
| 6M | +5.0% | +15.0% | -9.9% | +4.2% |
| YTD | +8.2% | +18.5% | -10.3% | +7.0% |
| 1Y | +10.3% | +27.1% | -16.8% | +8.7% |
| 3Y | +58.4% | +49.3% | +9.0% | +54.7% |
| 5Y | +54.3% | -1.6% | +56.0% | +51.5% |
| 10Y | +248.6% | +185.4% | +63.2% | +230.9% |
| All | +531.8% | +730.4% | -198.5% | +510.6% |
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