+743.1%
SW vs DVA
+666.5%
+76.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.8% | -1.7% | +3.5% |
| 7D | +12.1% | +4.7% | +7.3% | +11.5% |
| 30D | +6.6% | +7.8% | -1.2% | +5.7% |
| 3M | -6.0% | -15.5% | +9.5% | -4.7% |
| 6M | +21.5% | +25.0% | -3.6% | +18.0% |
| YTD | +20.3% | +69.6% | -49.3% | +13.2% |
| 1Y | +28.1% | +60.6% | -32.4% | +21.2% |
| 3Y | +51.6% | +142.5% | -90.9% | +39.1% |
| 5Y | -0.1% | +84.8% | -84.9% | -7.7% |
| 10Y | +189.7% | +228.6% | -38.9% | +159.8% |
| All | +743.1% | +666.5% | +76.6% | +768.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling