+664.7%
SW vs DG
+635.1%
+29.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.3% |
| 7D | +4.7% | +6.1% | -1.4% | +4.3% |
| 30D | +5.0% | +11.9% | -6.9% | +4.3% |
| 3M | -7.3% | +9.3% | -16.6% | -7.9% |
| 6M | +15.0% | +19.1% | -4.1% | +13.7% |
| YTD | +18.5% | +5.9% | +12.6% | +17.8% |
| 1Y | +27.1% | +39.8% | -12.7% | +25.1% |
| 3Y | +49.3% | +23.4% | +25.9% | +47.0% |
| 5Y | -1.6% | -33.3% | +31.7% | -1.2% |
| 10Y | +185.4% | +131.0% | +54.3% | +190.8% |
| All | +664.7% | +635.1% | +29.6% | +768.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling