-1.6%
SW vs DINO
+251.7%
-253.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.7% |
| 7D | +4.7% | -12.6% | +17.3% | +6.4% |
| 30D | +5.0% | -14.7% | +19.7% | +6.9% |
| 3M | -7.3% | +18.6% | -25.9% | -10.3% |
| 6M | +15.0% | +33.0% | -18.0% | +8.8% |
| YTD | +18.5% | +117.1% | -98.6% | +1.1% |
| 1Y | +27.1% | +90.5% | -63.4% | +11.2% |
| 3Y | +49.3% | +96.0% | -46.7% | +23.9% |
| 5Y | -1.6% | +252.0% | -253.6% | -25.0% |
| All | -1.6% | +251.7% | -253.3% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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