+701.6%
BE vs SW
+54.2%
+647.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.1% | -10.4% | -7.1% |
| 7D | -12.1% | +12.1% | -24.2% | -14.2% |
| 30D | -30.1% | +6.6% | -36.6% | -31.1% |
| 3M | -12.1% | -6.0% | -6.1% | -11.3% |
| 6M | -30.6% | +21.5% | -52.0% | -33.8% |
| YTD | +130.6% | +20.3% | +110.3% | +119.0% |
| 1Y | +55.3% | +28.1% | +27.1% | +45.4% |
| 3Y | +1,755.6% | +51.6% | +1,704.0% | +1,597.7% |
| 5Y | +564.5% | -0.1% | +564.6% | +521.6% |
| All | +701.6% | +54.2% | +647.4% | +592.1% |
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