-2.3%
SW vs DGX
+67.7%
-70.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -5.1% | -2.3% | -2.8% | -4.8% |
| 30D | -4.6% | +0.6% | -5.1% | -4.6% |
| 3M | +9.4% | +21.4% | -12.0% | +6.4% |
| 6M | +3.5% | +14.7% | -11.2% | +1.4% |
| YTD | +22.0% | +38.4% | -16.4% | +16.7% |
| 1Y | +2.2% | +34.0% | -31.8% | -1.9% |
| 3Y | +19.6% | +92.7% | -73.1% | +11.1% |
| All | -2.3% | +67.7% | -70.1% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling