+0.2%
SW vs DGX
+97.6%
-97.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.6% | +1.2% | -3.7% | -2.7% |
| 30D | +7.2% | +11.2% | -4.0% | +5.5% |
| 3M | -10.5% | +9.3% | -19.8% | -11.7% |
| 6M | +9.9% | +37.4% | -27.5% | +4.8% |
| YTD | +17.2% | +51.6% | -34.3% | +10.5% |
| 1Y | +26.5% | +39.3% | -12.8% | +20.4% |
| 3Y | +47.7% | +106.1% | -58.5% | +35.6% |
| 5Y | +0.2% | +92.2% | -92.0% | -14.8% |
| All | +0.2% | +97.6% | -97.4% | -14.8% |
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