+101.6%
BSX vs SW
+183.3%
-81.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.7% | +3.0% |
| 7D | -0.7% | +1.8% | -2.5% | -0.8% |
| 30D | +3.0% | +7.0% | -4.0% | +2.5% |
| 3M | -10.7% | -7.6% | -3.1% | -10.2% |
| 6M | -18.4% | +8.5% | -26.9% | -19.0% |
| YTD | -53.8% | +17.7% | -71.5% | -54.7% |
| 1Y | -56.0% | +27.1% | -83.1% | -57.1% |
| 3Y | -14.4% | +48.2% | -62.6% | -18.0% |
| 5Y | +2.9% | -2.3% | +5.2% | -0.4% |
| 10Y | +101.6% | +183.3% | -81.8% | +78.4% |
| All | +101.6% | +183.3% | -81.8% | +78.4% |
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 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