+241.7%
BKNG vs SW
+147.8%
+94.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -6.0% | -5.1% | -0.9% | -5.3% |
| 30D | -6.6% | -4.6% | -2.0% | -6.0% |
| 3M | +15.7% | +9.4% | +6.3% | +14.1% |
| 6M | +14.1% | +3.5% | +10.6% | +13.2% |
| YTD | -9.3% | +22.0% | -31.4% | -12.1% |
| 1Y | -12.8% | +2.2% | -15.0% | -13.7% |
| 3Y | +58.4% | +19.6% | +38.8% | +51.3% |
| 5Y | +114.1% | -2.3% | +116.5% | +103.0% |
| All | +241.7% | +147.8% | +94.0% | +183.4% |
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