+3,829.4%
BKNG vs SW
+755.0%
+3,074.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -6.0% | -5.1% | -0.9% | -5.5% |
| 30D | -6.6% | -4.6% | -2.0% | -6.2% |
| 3M | +15.7% | +9.4% | +6.3% | +14.6% |
| 6M | +14.1% | +3.5% | +10.6% | +13.5% |
| YTD | -9.3% | +22.0% | -31.4% | -11.2% |
| 1Y | -12.8% | +2.2% | -15.0% | -13.4% |
| 3Y | +58.4% | +19.6% | +38.8% | +53.5% |
| 5Y | +114.1% | -2.3% | +116.5% | +106.7% |
| 10Y | +246.8% | +181.4% | +65.5% | +204.9% |
| All | +3,829.4% | +755.0% | +3,074.4% | +3,094.2% |
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