+49.3%
SW vs DLTR
+18.6%
+30.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | +0.1% |
| 7D | +4.7% | +4.5% | +0.2% | +3.4% |
| 30D | +5.0% | +18.7% | -13.7% | +0.2% |
| 3M | -7.3% | +7.1% | -14.5% | -9.3% |
| 6M | +15.0% | +47.2% | -32.2% | +3.5% |
| YTD | +18.5% | +12.1% | +6.4% | +13.7% |
| 1Y | +27.1% | +31.5% | -4.3% | +17.8% |
| All | +49.3% | +18.6% | +30.7% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling