+183.3%
SW vs DVA
+212.5%
-29.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.7% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +7.0% | +3.5% | +3.5% | +6.4% |
| 3M | -7.6% | +1.0% | -8.6% | -8.0% |
| 6M | +8.5% | -6.6% | +15.1% | +9.0% |
| YTD | +17.7% | +63.3% | -45.6% | +7.7% |
| 1Y | +27.1% | +50.0% | -22.9% | +17.8% |
| 3Y | +48.2% | +120.1% | -71.9% | +30.4% |
| 5Y | -2.3% | +73.7% | -76.1% | -13.3% |
| 10Y | +183.3% | +212.7% | -29.4% | +114.9% |
| All | +183.3% | +212.5% | -29.1% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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