-2.3%
SW vs DG
-35.0%
+32.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | -5.1% | +8.4% | -13.5% | -5.6% |
| 30D | -4.6% | +4.9% | -9.5% | -4.9% |
| 3M | +9.4% | +29.3% | -20.0% | +7.6% |
| 6M | +3.5% | -11.3% | +14.8% | +3.5% |
| YTD | +22.0% | +1.8% | +20.3% | +21.5% |
| 1Y | +2.2% | +25.3% | -23.1% | +1.1% |
| 3Y | +19.6% | +9.1% | +10.5% | +18.9% |
| All | -2.3% | -35.0% | +32.7% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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