+593.0%
BE vs SW
+50.5%
+542.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.4% | -11.1% | -13.1% |
| 7D | -14.7% | +2.3% | -17.1% | -15.1% |
| 30D | -40.5% | +6.8% | -47.3% | -41.4% |
| 3M | -24.3% | -5.2% | -19.1% | -23.7% |
| 6M | -39.3% | +7.4% | -46.7% | -40.6% |
| YTD | +99.4% | +17.4% | +82.0% | +90.3% |
| 1Y | +26.6% | +27.1% | -0.5% | +18.8% |
| 3Y | +1,616.9% | +47.9% | +1,569.1% | +1,479.5% |
| 5Y | +441.4% | -2.6% | +443.9% | +409.2% |
| All | +593.0% | +50.5% | +542.5% | +501.6% |
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