+96.1%
DT vs SW
+82.3%
+13.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.9% |
| 7D | -25.5% | +12.1% | -37.6% | -26.4% |
| 30D | -22.3% | +6.6% | -28.9% | -22.9% |
| 3M | +2.3% | -6.0% | +8.4% | +2.9% |
| 6M | +20.7% | +21.5% | -0.7% | +17.8% |
| YTD | +7.9% | +20.3% | -12.4% | +5.0% |
| 1Y | -5.7% | +28.1% | -33.9% | -9.0% |
| 3Y | -1.8% | +51.6% | -53.4% | -7.2% |
| 5Y | -39.7% | -0.1% | -39.6% | -42.6% |
| All | +96.1% | +82.3% | +13.8% | +75.7% |
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