+38.4%
BKNG vs SW
+39.0%
-0.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.8% | -4.5% |
| 7D | +8.5% | +2.3% | +6.1% | +8.0% |
| 30D | +3.1% | +6.8% | -3.7% | +1.6% |
| 3M | -22.3% | -5.2% | -17.1% | -21.4% |
| 6M | -4.1% | +7.4% | -11.5% | -5.6% |
| YTD | -24.5% | +17.4% | -41.9% | -27.0% |
| 1Y | -17.3% | +27.1% | -44.4% | -21.2% |
| 3Y | +38.4% | +47.9% | -9.5% | +32.0% |
| All | +38.4% | +39.0% | -0.6% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling