+28.1%
SW vs DD
+49.3%
-21.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +5.4% |
| 7D | +12.1% | +8.7% | +3.4% | +4.6% |
| 30D | +6.6% | +15.3% | -8.8% | -5.4% |
| 3M | -6.0% | +5.9% | -11.9% | -10.5% |
| 6M | +21.5% | +11.6% | +9.9% | +10.2% |
| YTD | +20.3% | +26.5% | -6.2% | +2.3% |
| 1Y | +28.1% | +35.4% | -7.3% | +5.5% |
| All | +28.1% | +49.3% | -21.2% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling