-42.7%
DT vs SW
-1.6%
-41.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -6.4% |
| 7D | -28.3% | +4.7% | -33.0% | -28.8% |
| 30D | -28.4% | +5.0% | -33.4% | -28.9% |
| 3M | -14.1% | -7.3% | -6.7% | -13.3% |
| 6M | +13.2% | +15.0% | -1.8% | +10.5% |
| YTD | +0.8% | +18.5% | -17.7% | -2.5% |
| 1Y | -7.8% | +27.1% | -34.9% | -11.9% |
| 3Y | -8.3% | +49.3% | -57.6% | -14.9% |
| 5Y | -42.7% | -1.6% | -41.1% | -47.6% |
| All | -42.7% | -1.6% | -41.1% | -47.6% |
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