+16.2%
BND vs SW
+182.7%
-166.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | -0.1% |
| 7D | 0.0% | +2.3% | -2.3% | 0.0% |
| 30D | +2.3% | +6.8% | -4.5% | +2.2% |
| 3M | -0.2% | -5.2% | +5.0% | -0.2% |
| 6M | -1.0% | +7.4% | -8.4% | -1.1% |
| YTD | -0.4% | +17.4% | -17.8% | -0.7% |
| 1Y | -0.1% | +27.1% | -27.2% | -0.5% |
| 3Y | +15.1% | +47.9% | -32.8% | +14.3% |
| 5Y | -1.5% | -2.6% | +1.1% | -2.0% |
| All | +16.2% | +182.7% | -166.5% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling