+1,886.1%
BE vs SW
+42.5%
+1,843.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.1% | -10.4% | -7.6% |
| 7D | -12.1% | +12.1% | -24.2% | -15.4% |
| 30D | -30.1% | +6.6% | -36.6% | -31.6% |
| 3M | -12.1% | -6.0% | -6.1% | -10.8% |
| 6M | -30.6% | +21.5% | -52.0% | -36.1% |
| YTD | +130.6% | +20.3% | +110.3% | +109.3% |
| 1Y | +55.3% | +28.1% | +27.1% | +37.2% |
| All | +1,886.1% | +42.5% | +1,843.6% | +1,648.6% |
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 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