+189.7%
SW vs DRI
+381.5%
-191.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.1% | -1.0% | +3.3% |
| 7D | +12.1% | +6.5% | +5.6% | +10.9% |
| 30D | +6.6% | +16.4% | -9.9% | +4.0% |
| 3M | -6.0% | +13.6% | -19.7% | -8.0% |
| 6M | +21.5% | +22.0% | -0.5% | +17.6% |
| YTD | +20.3% | +29.3% | -9.0% | +15.4% |
| 1Y | +28.1% | +32.0% | -3.9% | +22.5% |
| 3Y | +51.6% | +68.5% | -16.9% | +40.2% |
| 5Y | -0.1% | +86.3% | -86.4% | -9.2% |
| 10Y | +189.7% | +380.2% | -190.5% | +162.2% |
| All | +189.7% | +381.5% | -191.7% | +162.2% |
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