+185.4%
SW vs DD
+85.9%
+99.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.3% |
| 7D | +4.7% | +3.1% | +1.6% | +3.5% |
| 30D | +5.0% | +8.7% | -3.7% | +2.2% |
| 3M | -7.3% | -1.2% | -6.1% | -7.2% |
| 6M | +15.0% | -1.1% | +16.0% | +15.2% |
| YTD | +18.5% | +21.7% | -3.2% | +12.6% |
| 1Y | +27.1% | +24.0% | +3.1% | +20.2% |
| 3Y | +49.3% | +75.6% | -26.3% | +28.3% |
| 5Y | -1.6% | +58.2% | -59.8% | -15.2% |
| All | +185.4% | +85.9% | +99.5% | +126.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling