+687.4%
SW vs DG
+606.1%
+81.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | -5.1% | +8.4% | -13.5% | -5.5% |
| 30D | -4.6% | +4.9% | -9.5% | -4.9% |
| 3M | +9.4% | +29.3% | -20.0% | +7.9% |
| 6M | +3.5% | -11.3% | +14.8% | +3.8% |
| YTD | +22.0% | +1.8% | +20.3% | +21.7% |
| 1Y | +2.2% | +25.3% | -23.1% | +1.1% |
| 3Y | +19.6% | +9.1% | +10.5% | +18.4% |
| 5Y | -2.3% | -34.9% | +32.5% | -1.6% |
| 10Y | +181.4% | +108.2% | +73.2% | +186.7% |
| All | +687.4% | +606.1% | +81.3% | +796.7% |
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