-1.6%
SW vs DAR
-40.1%
+38.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.9% |
| 7D | +4.7% | -8.1% | +12.7% | +6.3% |
| 30D | +5.0% | -17.1% | +22.1% | +8.7% |
| 3M | -7.3% | -12.3% | +5.0% | -5.7% |
| 6M | +15.0% | -21.8% | +36.8% | +19.5% |
| YTD | +18.5% | +40.8% | -22.3% | +6.8% |
| 1Y | +27.1% | +57.4% | -30.2% | +11.4% |
| 3Y | +49.3% | +12.1% | +37.2% | +35.6% |
| 5Y | -1.6% | -40.2% | +38.6% | -5.6% |
| All | -1.6% | -40.1% | +38.5% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling