+755.0%
SW vs D
+205.2%
+549.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -5.1% | +1.5% | -6.6% | -5.3% |
| 30D | -4.6% | -2.6% | -2.0% | -4.3% |
| 3M | +9.4% | 0.0% | +9.4% | +9.4% |
| 6M | +3.5% | +7.4% | -3.8% | +2.6% |
| YTD | +22.0% | +15.9% | +6.2% | +20.1% |
| 1Y | +2.2% | +18.1% | -15.9% | +0.3% |
| 3Y | +19.6% | +58.4% | -38.8% | +13.8% |
| 5Y | -2.3% | +5.2% | -7.5% | -4.2% |
| 10Y | +181.4% | +35.9% | +145.5% | +172.9% |
| All | +755.0% | +205.2% | +549.9% | +752.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling