+755.0%
SW vs DVA
+632.0%
+123.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -5.1% | +1.8% | -6.9% | -5.3% |
| 30D | -4.6% | -2.5% | -2.1% | -4.4% |
| 3M | +9.4% | -4.3% | +13.6% | +9.6% |
| 6M | +3.5% | +18.9% | -15.4% | +1.2% |
| YTD | +22.0% | +61.9% | -39.9% | +15.5% |
| 1Y | +2.2% | +35.7% | -33.5% | -1.6% |
| 3Y | +19.6% | +78.6% | -59.1% | +12.2% |
| 5Y | -2.3% | +39.2% | -41.5% | -8.0% |
| 10Y | +181.4% | +184.0% | -2.7% | +153.4% |
| All | +755.0% | +632.0% | +123.0% | +786.3% |
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