+19.6%
SW vs DD
+43.0%
-23.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -5.1% | -3.5% | -1.6% | -3.1% |
| 30D | -4.6% | -10.3% | +5.7% | +1.4% |
| 3M | +9.4% | -7.5% | +16.9% | +14.4% |
| 6M | +3.5% | -8.0% | +11.5% | +8.4% |
| YTD | +22.0% | +10.5% | +11.6% | +17.5% |
| 1Y | +2.2% | +38.3% | -36.1% | -11.8% |
| All | +19.6% | +43.0% | -23.4% | -1.3% |
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