+49.3%
SW vs DGX
+101.6%
-52.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +4.7% | +0.7% | +3.9% | +4.5% |
| 30D | +5.0% | +11.5% | -6.5% | +2.7% |
| 3M | -7.3% | +8.4% | -15.7% | -8.9% |
| 6M | +15.0% | +34.5% | -19.5% | +8.3% |
| YTD | +18.5% | +49.3% | -30.8% | +9.6% |
| 1Y | +27.1% | +45.3% | -18.2% | +18.1% |
| All | +49.3% | +101.6% | -52.3% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling