+48.2%
SW vs DGX
+106.2%
-58.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | +1.8% | +3.5% | -1.7% | +1.1% |
| 30D | +7.0% | +12.4% | -5.4% | +4.5% |
| 3M | -7.6% | +9.3% | -17.0% | -9.4% |
| 6M | +8.5% | +39.7% | -31.1% | +1.4% |
| YTD | +17.7% | +52.2% | -34.5% | +8.4% |
| 1Y | +27.1% | +47.1% | -20.0% | +17.7% |
| 3Y | +48.2% | +108.8% | -60.6% | +39.4% |
| All | +48.2% | +106.2% | -58.0% | +39.4% |
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