+743.1%
SW vs DTE
+638.9%
+104.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.6% | +3.9% |
| 7D | +12.1% | +4.2% | +7.8% | +11.7% |
| 30D | +6.6% | +10.0% | -3.4% | +5.9% |
| 3M | -6.0% | -2.1% | -3.9% | -5.9% |
| 6M | +21.5% | -4.7% | +26.1% | +21.8% |
| YTD | +20.3% | +9.3% | +11.0% | +19.7% |
| 1Y | +28.1% | +6.6% | +21.5% | +27.6% |
| 3Y | +51.6% | +52.2% | -0.6% | +48.5% |
| 5Y | -0.1% | +43.1% | -43.3% | -2.2% |
| 10Y | +189.7% | +141.8% | +48.0% | +181.8% |
| All | +743.1% | +638.9% | +104.2% | +833.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling