+25.1%
BIL vs SW
+189.7%
-164.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | 0.0% |
| 7D | -0.3% | +12.1% | -12.3% | -0.3% |
| 30D | 0.0% | +6.6% | -6.6% | 0.0% |
| 3M | +0.3% | -6.0% | +6.3% | +0.3% |
| 6M | +1.2% | +21.5% | -20.3% | +1.2% |
| YTD | +2.4% | +20.3% | -17.9% | +2.4% |
| 1Y | +3.0% | +28.1% | -25.1% | +3.0% |
| 3Y | +13.1% | +51.6% | -38.5% | +13.1% |
| 5Y | +19.4% | -0.1% | +19.5% | +19.4% |
| 10Y | +25.1% | +189.7% | -164.6% | +25.1% |
| All | +25.1% | +189.7% | -164.6% | +25.1% |
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