+130.2%
BP vs SW
+182.7%
-52.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.3% |
| 7D | -11.6% | +2.3% | -14.0% | -11.8% |
| 30D | 0.0% | +6.8% | -6.7% | -0.5% |
| 3M | +6.7% | -5.2% | +11.9% | +7.0% |
| 6M | +2.2% | +7.4% | -5.3% | +0.9% |
| YTD | +33.0% | +17.4% | +15.6% | +29.5% |
| 1Y | +30.7% | +27.1% | +3.6% | +26.2% |
| 3Y | +44.2% | +47.9% | -3.7% | +35.6% |
| 5Y | +105.1% | -2.6% | +107.7% | +96.0% |
| All | +130.2% | +182.7% | -52.5% | +91.1% |
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 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