+117.6%
DT vs SW
+84.9%
+32.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -3.3% | -5.1% | +1.8% | -2.8% |
| 30D | +2.0% | -4.6% | +6.6% | +2.5% |
| 3M | +20.0% | +9.4% | +10.6% | +18.6% |
| 6M | +39.3% | +3.5% | +35.8% | +38.1% |
| YTD | +19.8% | +22.0% | -2.3% | +16.4% |
| 1Y | +4.3% | +2.2% | +2.1% | +3.1% |
| 3Y | +7.7% | +19.6% | -11.9% | +3.9% |
| 5Y | -26.8% | -2.3% | -24.5% | -30.3% |
| All | +117.6% | +84.9% | +32.7% | +94.8% |
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 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