+177.1%
SW vs DVA
+193.2%
-16.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.9% | -8.8% | +5.8% | -1.6% |
| 30D | +5.0% | -3.4% | +8.4% | +5.5% |
| 3M | -13.7% | -2.6% | -11.1% | -13.5% |
| 6M | +8.0% | -11.9% | +19.9% | +9.4% |
| YTD | +14.0% | +53.6% | -39.7% | +5.3% |
| 1Y | +25.6% | +41.9% | -16.2% | +17.5% |
| 3Y | +40.1% | +97.5% | -57.4% | +25.1% |
| 5Y | -2.6% | +65.0% | -67.6% | -12.9% |
| All | +177.1% | +193.2% | -16.1% | +114.1% |
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