+142.5%
BAC vs SW
+743.1%
-600.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +3.7% |
| 7D | +1.5% | +12.1% | -10.5% | +0.8% |
| 30D | -4.4% | +6.6% | -10.9% | -4.8% |
| 3M | -17.5% | -6.0% | -11.5% | -17.2% |
| 6M | -0.1% | +21.5% | -21.5% | -1.5% |
| YTD | -4.6% | +20.3% | -25.0% | -6.0% |
| 1Y | -1.5% | +28.1% | -29.7% | -3.4% |
| 3Y | +95.2% | +51.6% | +43.6% | +89.8% |
| 5Y | +23.3% | -0.1% | +23.4% | +20.4% |
| 10Y | +290.0% | +189.7% | +100.3% | +270.1% |
| All | +142.5% | +743.1% | -600.6% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling