+1,574.6%
BE vs SW
+19.6%
+1,555.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +7.0% |
| 7D | +20.0% | -5.1% | +25.1% | +21.9% |
| 30D | +7.9% | -4.6% | +12.5% | +9.3% |
| 3M | -13.2% | +9.4% | -22.6% | -16.8% |
| 6M | +53.5% | +3.5% | +49.9% | +49.4% |
| YTD | +191.0% | +22.0% | +169.0% | +164.3% |
| 1Y | +360.5% | +2.2% | +358.3% | +342.9% |
| All | +1,574.6% | +19.6% | +1,555.0% | +1,369.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling