+82.1%
DT vs SW
+77.9%
+4.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -24.7% | +2.3% | -27.0% | -24.9% |
| 30D | -27.4% | +6.8% | -34.2% | -27.9% |
| 3M | -11.1% | -5.2% | -5.9% | -10.7% |
| 6M | +13.7% | +7.4% | +6.3% | +12.5% |
| YTD | +0.2% | +17.4% | -17.2% | -2.2% |
| 1Y | -5.7% | +27.1% | -32.8% | -8.9% |
| 3Y | -8.1% | +47.9% | -56.0% | -12.9% |
| 5Y | -43.1% | -2.6% | -40.5% | -45.7% |
| All | +82.1% | +77.9% | +4.2% | +63.6% |
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 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