-2.3%
SW vs DD
+61.3%
-63.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -5.1% | -3.5% | -1.6% | -3.5% |
| 30D | -4.6% | -10.3% | +5.7% | +0.3% |
| 3M | +9.4% | -7.5% | +16.9% | +13.6% |
| 6M | +3.5% | -8.0% | +11.5% | +7.7% |
| YTD | +22.0% | +10.5% | +11.6% | +18.3% |
| 1Y | +2.2% | +38.3% | -36.1% | -9.6% |
| 3Y | +19.6% | +42.5% | -22.9% | +2.7% |
| All | -2.3% | +61.3% | -63.6% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling