+183.3%
SW vs DGX
+284.1%
-100.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +1.8% | +3.5% | -1.7% | +1.4% |
| 30D | +7.0% | +12.4% | -5.4% | +5.4% |
| 3M | -7.6% | +9.3% | -17.0% | -8.7% |
| 6M | +8.5% | +39.7% | -31.1% | +3.9% |
| YTD | +17.7% | +52.2% | -34.5% | +11.5% |
| 1Y | +27.1% | +47.1% | -20.0% | +20.8% |
| 3Y | +48.2% | +108.8% | -60.6% | +35.4% |
| 5Y | -2.3% | +101.4% | -103.7% | -11.3% |
| 10Y | +183.3% | +293.1% | -109.7% | +151.5% |
| All | +183.3% | +284.1% | -100.8% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling