+55.8%
BKNG vs SW
-2.6%
+58.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.8% | -4.6% |
| 7D | +8.5% | +2.3% | +6.1% | +8.1% |
| 30D | +3.1% | +6.8% | -3.7% | +1.8% |
| 3M | -22.3% | -5.2% | -17.1% | -21.6% |
| 6M | -4.1% | +7.4% | -11.5% | -5.4% |
| YTD | -24.5% | +17.4% | -41.9% | -26.8% |
| 1Y | -17.3% | +27.1% | -44.4% | -20.9% |
| 3Y | +38.4% | +47.9% | -9.5% | +27.3% |
| All | +55.8% | -2.6% | +58.3% | +42.4% |
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 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