+423.5%
BE vs SW
-1.6%
+425.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.5% | -14.9% | -16.0% |
| 7D | -24.6% | +4.7% | -29.3% | -25.5% |
| 30D | -43.4% | +5.0% | -48.4% | -44.1% |
| 3M | -28.5% | -7.3% | -21.2% | -27.4% |
| 6M | -43.3% | +15.0% | -58.2% | -45.8% |
| YTD | +92.8% | +18.5% | +74.3% | +80.9% |
| 1Y | +18.5% | +27.1% | -8.7% | +9.0% |
| 3Y | +1,451.1% | +49.3% | +1,401.8% | +1,293.9% |
| 5Y | +423.5% | -1.6% | +425.1% | +370.3% |
| All | +423.5% | -1.6% | +425.1% | +370.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling