+743.1%
SW vs DOC
+73.0%
+670.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.8% |
| 7D | +12.1% | +8.7% | +3.3% | +11.2% |
| 30D | +6.6% | +7.6% | -1.1% | +5.9% |
| 3M | -6.0% | -5.3% | -0.7% | -5.6% |
| 6M | +21.5% | +27.6% | -6.1% | +19.0% |
| YTD | +20.3% | +32.4% | -12.1% | +17.5% |
| 1Y | +28.1% | +22.9% | +5.3% | +25.8% |
| 3Y | +51.6% | +43.1% | +8.5% | +47.5% |
| 5Y | -0.1% | -21.4% | +21.3% | +0.1% |
| 10Y | +189.7% | +16.8% | +172.9% | +183.0% |
| All | +743.1% | +73.0% | +670.1% | +764.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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