+37.9%
BA vs SW
+189.7%
-151.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -1.9% | +1.5% |
| 7D | +5.9% | +12.1% | -6.2% | +4.0% |
| 30D | -8.2% | +6.6% | -14.7% | -9.1% |
| 3M | -25.4% | -6.0% | -19.4% | -24.7% |
| 6M | -20.0% | +21.5% | -41.5% | -22.6% |
| YTD | -18.5% | +20.3% | -38.8% | -21.4% |
| 1Y | -10.6% | +28.1% | -38.8% | -14.7% |
| 3Y | -9.3% | +51.6% | -60.9% | -15.8% |
| 5Y | -16.9% | -0.1% | -16.8% | -21.3% |
| 10Y | +37.9% | +189.7% | -151.9% | +14.9% |
| All | +37.9% | +189.7% | -151.9% | +14.9% |
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