+160.5%
DLR vs SW
+147.8%
+12.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.2% |
| 7D | +1.6% | -5.1% | +6.7% | +2.0% |
| 30D | -3.4% | -4.6% | +1.2% | -3.0% |
| 3M | +0.5% | +9.4% | -8.9% | -0.4% |
| 6M | +4.6% | +3.5% | +1.0% | +3.9% |
| YTD | +23.4% | +22.0% | +1.4% | +21.0% |
| 1Y | +19.0% | +2.2% | +16.8% | +18.1% |
| 3Y | +56.5% | +19.6% | +36.9% | +52.3% |
| 5Y | +33.3% | -2.3% | +35.7% | +29.3% |
| All | +160.5% | +147.8% | +12.7% | +119.7% |
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