-0.9%
DOW vs SW
+113.5%
-114.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -3.7% |
| 7D | -4.2% | +12.1% | -16.2% | -5.6% |
| 30D | +14.7% | +6.6% | +8.1% | +13.7% |
| 3M | +9.1% | -6.0% | +15.1% | +9.7% |
| 6M | -17.7% | +21.5% | -39.1% | -20.8% |
| YTD | +44.6% | +20.3% | +24.3% | +38.3% |
| 1Y | +51.9% | +28.1% | +23.7% | +43.8% |
| 3Y | -21.8% | +51.6% | -73.4% | -27.1% |
| 5Y | -24.8% | -0.1% | -24.7% | -29.0% |
| All | -0.9% | +113.5% | -114.4% | -20.7% |
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 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