-1.6%
SW vs DRI
+77.7%
-79.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | +4.7% | +3.7% | +0.9% | +3.2% |
| 30D | +5.0% | +13.5% | -8.5% | 0.0% |
| 3M | -7.3% | +10.4% | -17.7% | -11.1% |
| 6M | +15.0% | +19.5% | -4.5% | +6.8% |
| YTD | +18.5% | +28.2% | -9.7% | +6.7% |
| 1Y | +27.1% | +31.0% | -3.9% | +13.5% |
| 3Y | +49.3% | +67.1% | -17.8% | +20.3% |
| 5Y | -1.6% | +74.7% | -76.3% | -27.8% |
| All | -1.6% | +77.7% | -79.3% | -27.8% |
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