-19.0%
BKNG vs SW
+26.8%
-45.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +2.3% | +2.2% | +0.1% | +1.6% |
| 30D | -0.7% | +7.4% | -8.1% | -3.0% |
| 3M | -25.0% | -5.9% | -19.1% | -23.6% |
| 6M | -3.5% | +9.0% | -12.5% | -6.2% |
| YTD | -25.1% | +18.1% | -43.2% | -26.5% |
| 1Y | -19.0% | +28.7% | -47.6% | -20.7% |
| All | -19.0% | +26.8% | -45.7% | -20.7% |
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