+65.4%
BKNG vs SW
+0.2%
+65.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -6.3% | -2.6% | -3.7% | -5.8% |
| 30D | +1.1% | +7.2% | -6.1% | -0.2% |
| 3M | -24.6% | -10.5% | -14.1% | -23.0% |
| 6M | +2.0% | +9.9% | -7.8% | +0.2% |
| YTD | -24.7% | +17.2% | -41.9% | -26.9% |
| 1Y | -20.0% | +26.5% | -46.5% | -23.4% |
| 3Y | +33.4% | +47.7% | -14.3% | +22.8% |
| 5Y | +65.4% | +0.2% | +65.2% | +52.1% |
| All | +65.4% | +0.2% | +65.2% | +52.1% |
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