+265.7%
BAC vs SW
+185.4%
+80.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.4% |
| 7D | -2.7% | +4.7% | -7.4% | -3.3% |
| 30D | -8.0% | +5.0% | -13.0% | -8.6% |
| 3M | -20.9% | -7.3% | -13.6% | -20.3% |
| 6M | -5.4% | +15.0% | -20.3% | -7.5% |
| YTD | -8.1% | +18.5% | -26.6% | -10.9% |
| 1Y | -3.1% | +27.1% | -30.2% | -7.0% |
| 3Y | +88.1% | +49.3% | +38.8% | +76.0% |
| 5Y | +19.7% | -1.6% | +21.4% | +13.8% |
| All | +265.7% | +185.4% | +80.3% | +206.0% |
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