+47.7%
BP vs SW
+42.5%
+5.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.1% | -8.2% | -4.3% |
| 7D | -8.4% | +12.1% | -20.4% | -8.7% |
| 30D | +2.2% | +6.6% | -4.3% | +2.0% |
| 3M | +8.8% | -6.0% | +14.8% | +9.0% |
| 6M | -0.5% | +21.5% | -22.0% | -2.4% |
| YTD | +36.2% | +20.3% | +15.9% | +32.7% |
| 1Y | +36.6% | +28.1% | +8.4% | +31.8% |
| All | +47.7% | +42.5% | +5.2% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling