+19.6%
SW vs DTE
+47.8%
-28.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -5.1% | +0.2% | -5.3% | -5.1% |
| 30D | -4.6% | -2.6% | -2.0% | -3.9% |
| 3M | +9.4% | -3.9% | +13.3% | +10.7% |
| 6M | +3.5% | -7.9% | +11.4% | +5.8% |
| YTD | +22.0% | +7.2% | +14.9% | +19.6% |
| 1Y | +2.2% | +3.1% | -0.9% | +1.1% |
| All | +19.6% | +47.8% | -28.2% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling