+51.6%
SW vs DD
+83.1%
-31.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.8% | +5.9% | +5.1% |
| 7D | +12.1% | +8.7% | +3.4% | +6.5% |
| 30D | +6.6% | +15.3% | -8.8% | -2.3% |
| 3M | -6.0% | +5.9% | -11.9% | -9.4% |
| 6M | +21.5% | +11.6% | +9.9% | +13.7% |
| YTD | +20.3% | +26.5% | -6.2% | +6.5% |
| 1Y | +28.1% | +35.4% | -7.3% | +9.7% |
| All | +51.6% | +83.1% | -31.5% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling