+47.9%
SW vs DGX
+102.3%
-54.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +2.3% | +1.5% | +0.8% | +2.0% |
| 30D | +6.8% | +12.6% | -5.8% | +4.3% |
| 3M | -5.2% | +7.6% | -12.8% | -6.7% |
| 6M | +7.4% | +36.2% | -28.8% | +0.9% |
| YTD | +17.4% | +49.8% | -32.4% | +8.5% |
| 1Y | +27.1% | +47.3% | -20.2% | +17.8% |
| 3Y | +47.9% | +102.1% | -54.2% | +35.2% |
| All | +47.9% | +102.3% | -54.4% | +35.2% |
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