+722.5%
SW vs DGX
+607.7%
+114.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +2.3% | +1.5% | +0.8% | +2.2% |
| 30D | +6.8% | +12.6% | -5.8% | +6.0% |
| 3M | -5.2% | +7.6% | -12.8% | -5.7% |
| 6M | +7.4% | +36.2% | -28.8% | +5.3% |
| YTD | +17.4% | +49.8% | -32.4% | +14.5% |
| 1Y | +27.1% | +47.3% | -20.2% | +24.1% |
| 3Y | +47.9% | +102.1% | -54.2% | +42.2% |
| 5Y | -2.6% | +100.3% | -102.9% | -6.6% |
| 10Y | +182.7% | +283.1% | -100.4% | +167.9% |
| All | +722.5% | +607.7% | +114.8% | +770.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling