-13.6%
BKNG vs SW
+29.5%
-43.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.1% | +5.8% | +8.4% |
| 7D | +15.6% | +12.1% | +3.5% | +11.3% |
| 30D | +8.0% | +6.6% | +1.4% | +5.6% |
| 3M | -11.8% | -6.0% | -5.8% | -10.2% |
| 6M | +3.8% | +21.5% | -17.7% | -2.2% |
| YTD | -19.6% | +20.3% | -39.9% | -21.7% |
| 1Y | -13.6% | +28.1% | -41.7% | -16.3% |
| All | -13.6% | +29.5% | -43.1% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling