+179.5%
SW vs DTE
+151.2%
+28.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | -3.0% | +3.2% | -6.2% | -3.4% |
| 30D | +4.2% | +8.5% | -4.3% | +3.0% |
| 3M | -11.5% | +1.3% | -12.8% | -11.7% |
| 6M | +8.6% | -0.7% | +9.3% | +8.7% |
| YTD | +15.0% | +10.6% | +4.3% | +13.3% |
| 1Y | +25.7% | +2.6% | +23.0% | +25.1% |
| 3Y | +44.8% | +56.5% | -11.7% | +37.0% |
| 5Y | -1.7% | +46.7% | -48.5% | -7.1% |
| All | +179.5% | +151.2% | +28.4% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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