-1.1%
DT vs SW
+42.5%
-43.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.1% |
| 7D | -25.5% | +12.1% | -37.6% | -26.7% |
| 30D | -22.3% | +6.6% | -28.9% | -23.0% |
| 3M | +2.3% | -6.0% | +8.4% | +3.1% |
| 6M | +20.7% | +21.5% | -0.7% | +16.9% |
| YTD | +7.9% | +20.3% | -12.4% | +3.8% |
| 1Y | -5.7% | +28.1% | -33.9% | -10.5% |
| All | -1.1% | +42.5% | -43.6% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling