+730.4%
SW vs DVA
+675.1%
+55.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | +4.7% | +0.8% | +3.9% | +4.6% |
| 30D | +5.0% | +8.0% | -3.0% | +4.1% |
| 3M | -7.3% | +3.2% | -10.6% | -7.8% |
| 6M | +15.0% | +24.1% | -9.1% | +11.8% |
| YTD | +18.5% | +71.5% | -53.0% | +11.4% |
| 1Y | +27.1% | +60.8% | -33.7% | +20.2% |
| 3Y | +49.3% | +145.2% | -95.9% | +36.8% |
| 5Y | -1.6% | +78.1% | -79.8% | -9.0% |
| 10Y | +185.4% | +232.3% | -46.9% | +155.6% |
| All | +730.4% | +675.1% | +55.3% | +754.7% |
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