-37.4%
DOW vs SW
-2.3%
-35.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.2% |
| 7D | -2.4% | -5.1% | +2.7% | -1.7% |
| 30D | +0.4% | -4.6% | +5.0% | +0.9% |
| 3M | -14.4% | +9.4% | -23.8% | -16.2% |
| 6M | -7.0% | +3.5% | -10.5% | -8.6% |
| YTD | +30.2% | +22.0% | +8.2% | +23.9% |
| 1Y | +29.2% | +2.2% | +27.0% | +26.5% |
| 3Y | -36.7% | +19.6% | -56.3% | -39.6% |
| All | -37.4% | -2.3% | -35.1% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling