+183.3%
SW vs DRI
+370.8%
-187.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +1.8% | +3.1% | -1.3% | +1.3% |
| 30D | +7.0% | +16.2% | -9.2% | +4.5% |
| 3M | -7.6% | +8.4% | -16.0% | -8.9% |
| 6M | +8.5% | +19.0% | -10.5% | +5.5% |
| YTD | +17.7% | +28.8% | -11.2% | +12.9% |
| 1Y | +27.1% | +33.1% | -6.1% | +21.3% |
| 3Y | +48.2% | +70.8% | -22.6% | +36.9% |
| 5Y | -2.3% | +74.2% | -76.6% | -10.8% |
| 10Y | +183.3% | +345.5% | -162.2% | +157.0% |
| All | +183.3% | +370.8% | -187.4% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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