-1.5%
BND vs SW
+2.5%
-4.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -0.1% | +2.2% | -2.3% | -0.1% |
| 30D | +1.3% | +7.4% | -6.1% | +1.2% |
| 3M | -0.7% | -5.9% | +5.2% | -0.7% |
| 6M | -1.6% | +9.0% | -10.6% | -1.7% |
| YTD | -1.0% | +18.1% | -19.1% | -1.2% |
| 1Y | -0.7% | +28.7% | -29.4% | -1.0% |
| 3Y | +14.1% | +48.8% | -34.7% | +13.5% |
| 5Y | -1.5% | +2.5% | -4.0% | -2.6% |
| All | -1.5% | +2.5% | -4.0% | -2.6% |
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 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