+184.4%
SW vs DLTR
+84.2%
+100.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | +2.2% | +5.0% | -2.9% | +1.3% |
| 30D | +7.4% | +18.7% | -11.3% | +4.4% |
| 3M | -5.9% | +8.9% | -14.8% | -7.4% |
| 6M | +9.0% | +49.4% | -40.5% | +1.9% |
| YTD | +18.1% | +14.5% | +3.6% | +14.8% |
| 1Y | +28.7% | +32.5% | -3.8% | +22.5% |
| 3Y | +48.8% | +23.4% | +25.3% | +39.9% |
| 5Y | +2.5% | +26.2% | -23.7% | -4.9% |
| 10Y | +184.4% | +82.4% | +102.0% | +169.4% |
| All | +184.4% | +84.2% | +100.3% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling