+185.1%
B vs SW
+185.4%
-0.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +4.3% | +4.7% | -0.3% | +3.9% |
| 30D | -0.9% | +5.0% | -5.9% | -1.4% |
| 3M | -1.4% | -7.3% | +6.0% | -0.8% |
| 6M | +5.0% | +15.0% | -10.0% | +3.8% |
| YTD | -5.8% | +18.5% | -24.4% | -7.2% |
| 1Y | +25.6% | +27.1% | -1.5% | +23.2% |
| 3Y | +161.6% | +49.3% | +112.3% | +153.0% |
| 5Y | +135.2% | -1.6% | +136.8% | +128.1% |
| All | +185.1% | +185.4% | -0.3% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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