+189.7%
SW vs DAR
+299.5%
-109.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.5% | +4.4% |
| 7D | +12.1% | -5.7% | +17.7% | +13.0% |
| 30D | +6.6% | -16.6% | +23.1% | +9.4% |
| 3M | -6.0% | -13.1% | +7.0% | -4.5% |
| 6M | +21.5% | -18.8% | +40.2% | +24.4% |
| YTD | +20.3% | +45.3% | -24.9% | +11.4% |
| 1Y | +28.1% | +60.6% | -32.5% | +16.6% |
| 3Y | +51.6% | +15.7% | +35.9% | +41.6% |
| 5Y | -0.1% | -37.6% | +37.4% | -0.7% |
| 10Y | +189.7% | +292.1% | -102.3% | +139.1% |
| All | +189.7% | +299.5% | -109.8% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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