+75.0%
BP vs SW
+743.1%
-668.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.1% | -8.2% | -4.3% |
| 7D | -8.4% | +12.1% | -20.4% | -8.8% |
| 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% | -1.7% |
| YTD | +36.2% | +20.3% | +15.9% | +34.3% |
| 1Y | +36.6% | +28.1% | +8.4% | +34.2% |
| 3Y | +48.1% | +51.6% | -3.5% | +43.9% |
| 5Y | +114.3% | -0.1% | +114.4% | +109.3% |
| 10Y | +139.2% | +189.7% | -50.6% | +125.3% |
| All | +75.0% | +743.1% | -668.1% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling