+177.0%
BKNG vs SW
+179.5%
-2.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | -4.5% | -3.0% | -1.5% | -4.0% |
| 30D | +2.3% | +4.2% | -1.8% | +1.7% |
| 3M | -23.9% | -11.5% | -12.3% | -22.5% |
| 6M | +0.9% | +8.6% | -7.7% | -0.4% |
| YTD | -24.2% | +15.0% | -39.2% | -25.9% |
| 1Y | -21.4% | +25.7% | -47.1% | -24.1% |
| 3Y | +34.2% | +44.8% | -10.6% | +25.6% |
| 5Y | +68.3% | -1.7% | +70.0% | +59.9% |
| All | +177.0% | +179.5% | -2.5% | +121.8% |
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