+194.4%
BAC vs SW
+755.0%
-560.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.1% |
| 7D | +1.1% | -5.1% | +6.2% | +1.4% |
| 30D | -0.4% | -4.6% | +4.2% | -0.1% |
| 3M | +16.9% | +9.4% | +7.5% | +16.1% |
| 6M | +26.6% | +3.5% | +23.1% | +26.0% |
| YTD | +15.8% | +22.0% | -6.2% | +14.0% |
| 1Y | +27.2% | +2.2% | +25.0% | +26.4% |
| 3Y | +132.4% | +19.6% | +112.8% | +128.1% |
| 5Y | +72.6% | -2.3% | +74.9% | +68.6% |
| 10Y | +389.7% | +181.4% | +208.4% | +364.5% |
| All | +194.4% | +755.0% | -560.6% | +251.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling