-2.3%
SW vs DRI
+72.9%
-75.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -5.1% | +0.6% | -5.7% | -5.3% |
| 30D | -4.6% | +3.8% | -8.4% | -6.2% |
| 3M | +9.4% | +13.0% | -3.6% | +4.2% |
| 6M | +3.5% | +8.3% | -4.8% | -0.1% |
| YTD | +22.0% | +20.6% | +1.4% | +12.9% |
| 1Y | +2.2% | +6.5% | -4.2% | -1.3% |
| 3Y | +19.6% | +53.7% | -34.1% | +0.1% |
| All | -2.3% | +72.9% | -75.2% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling