+755.0%
SW vs DAR
+280.6%
+474.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.3% |
| 7D | -5.1% | +1.4% | -6.4% | -5.2% |
| 30D | -4.6% | +12.8% | -17.4% | -5.5% |
| 3M | +9.4% | +7.4% | +2.0% | +8.6% |
| 6M | +3.5% | +22.3% | -18.8% | +1.6% |
| YTD | +22.0% | +81.1% | -59.1% | +16.1% |
| 1Y | +2.2% | +106.5% | -104.3% | -3.8% |
| 3Y | +19.6% | +5.3% | +14.3% | +16.2% |
| 5Y | -2.3% | -11.5% | +9.2% | -4.8% |
| 10Y | +181.4% | +353.3% | -172.0% | +157.7% |
| All | +755.0% | +280.6% | +474.4% | +696.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling