+177.1%
SW vs DLTR
+76.3%
+100.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | -2.9% | +5.3% | -8.2% | -3.8% |
| 30D | +5.0% | +13.4% | -8.4% | +2.8% |
| 3M | -13.7% | +6.6% | -20.3% | -14.7% |
| 6M | +8.0% | +59.1% | -51.1% | +0.1% |
| YTD | +14.0% | +12.3% | +1.7% | +11.1% |
| 1Y | +25.6% | +33.9% | -8.2% | +19.5% |
| 3Y | +40.1% | +23.0% | +17.1% | +32.0% |
| 5Y | -2.6% | +22.1% | -24.7% | -9.1% |
| All | +177.1% | +76.3% | +100.8% | +161.8% |
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