+189.7%
SW vs D
+44.1%
+145.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.4% | +3.3% |
| 7D | +12.1% | +8.5% | +3.5% | +10.4% |
| 30D | +6.6% | +14.3% | -7.8% | +4.0% |
| 3M | -6.0% | +1.8% | -7.8% | -6.3% |
| 6M | +21.5% | +13.0% | +8.4% | +18.6% |
| YTD | +20.3% | +22.7% | -2.4% | +15.9% |
| 1Y | +28.1% | +22.6% | +5.5% | +23.4% |
| 3Y | +51.6% | +84.2% | -32.6% | +35.9% |
| 5Y | -0.1% | +15.8% | -15.9% | -4.7% |
| 10Y | +189.7% | +45.8% | +143.9% | +175.7% |
| All | +189.7% | +44.1% | +145.6% | +175.7% |
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