-0.1%
SW vs DRI
+87.1%
-87.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.1% | -1.0% | +2.1% |
| 7D | +12.1% | +6.5% | +5.6% | +9.4% |
| 30D | +6.6% | +16.4% | -9.9% | +0.5% |
| 3M | -6.0% | +13.6% | -19.7% | -10.9% |
| 6M | +21.5% | +22.0% | -0.5% | +12.0% |
| YTD | +20.3% | +29.3% | -9.0% | +8.1% |
| 1Y | +28.1% | +32.0% | -3.9% | +14.2% |
| 3Y | +51.6% | +68.5% | -16.9% | +22.1% |
| 5Y | -0.1% | +86.3% | -86.4% | -25.8% |
| All | -0.1% | +87.1% | -87.3% | -25.8% |
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