+182.7%
SW vs DD
+87.9%
+94.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +2.3% | +4.6% | -2.3% | +0.7% |
| 30D | +6.8% | +11.8% | -5.0% | +3.0% |
| 3M | -5.2% | +2.2% | -7.4% | -6.0% |
| 6M | +7.4% | -1.6% | +9.1% | +7.8% |
| YTD | +17.4% | +23.0% | -5.6% | +11.2% |
| 1Y | +27.1% | +26.9% | +0.1% | +19.4% |
| 3Y | +47.9% | +77.9% | -30.0% | +26.6% |
| 5Y | -2.6% | +59.9% | -62.5% | -16.3% |
| All | +182.7% | +87.9% | +94.8% | +123.9% |
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