+147.8%
SW vs D
+35.0%
+112.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | -4.6% | -3.6% | -1.0% | -4.0% |
| 3M | +9.4% | -1.0% | +10.4% | +9.6% |
| 6M | +3.5% | +6.3% | -2.8% | +2.2% |
| YTD | +22.0% | +14.7% | +7.3% | +18.9% |
| 1Y | +2.2% | +16.9% | -14.7% | -0.8% |
| 3Y | +19.6% | +56.8% | -37.2% | +9.8% |
| 5Y | -2.3% | +5.2% | -7.5% | -5.1% |
| All | +147.8% | +35.0% | +112.8% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling