+114.3%
BP vs SW
-0.1%
+114.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.1% | -8.2% | -4.4% |
| 7D | -8.4% | +12.1% | -20.4% | -8.9% |
| 30D | +2.2% | +6.6% | -4.3% | +1.9% |
| 3M | +8.8% | -6.0% | +14.8% | +9.0% |
| 6M | -0.5% | +21.5% | -22.0% | -2.5% |
| YTD | +36.2% | +20.3% | +15.9% | +33.0% |
| 1Y | +36.6% | +28.1% | +8.4% | +32.4% |
| 3Y | +48.1% | +51.6% | -3.5% | +40.6% |
| 5Y | +114.3% | -0.1% | +114.4% | +101.3% |
| All | +114.3% | -0.1% | +114.4% | +101.3% |
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