+111.0%
BKNG vs SW
-2.3%
+113.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -6.0% | -5.1% | -0.9% | -5.1% |
| 30D | -6.6% | -4.6% | -2.0% | -5.9% |
| 3M | +15.7% | +9.4% | +6.3% | +13.7% |
| 6M | +14.1% | +3.5% | +10.6% | +12.9% |
| YTD | -9.3% | +22.0% | -31.4% | -12.7% |
| 1Y | -12.8% | +2.2% | -15.0% | -13.9% |
| 3Y | +58.4% | +19.6% | +38.8% | +49.9% |
| All | +111.0% | -2.3% | +113.4% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling