+3,174.1%
BKNG vs SW
+722.5%
+2,451.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.8% | -4.7% |
| 7D | +8.5% | +2.3% | +6.1% | +8.3% |
| 30D | +3.1% | +6.8% | -3.7% | +2.4% |
| 3M | -22.3% | -5.2% | -17.1% | -21.9% |
| 6M | -4.1% | +7.4% | -11.5% | -4.8% |
| YTD | -24.5% | +17.4% | -41.9% | -25.7% |
| 1Y | -17.3% | +27.1% | -44.4% | -19.3% |
| 3Y | +38.4% | +47.9% | -9.5% | +32.1% |
| 5Y | +57.0% | -2.6% | +59.6% | +51.9% |
| 10Y | +188.7% | +182.7% | +6.0% | +154.6% |
| All | +3,174.1% | +722.5% | +2,451.6% | +2,572.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling