+235.4%
BSX vs SW
+743.1%
-507.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.3% | +5.1% |
| 7D | +8.0% | +12.1% | -4.1% | +7.4% |
| 30D | +8.1% | +6.6% | +1.5% | +7.7% |
| 3M | -6.7% | -6.0% | -0.6% | -6.4% |
| 6M | -19.4% | +21.5% | -40.9% | -20.3% |
| YTD | -51.9% | +20.3% | -72.3% | -52.6% |
| 1Y | -53.6% | +28.1% | -81.8% | -54.4% |
| 3Y | -12.8% | +51.6% | -64.4% | -15.4% |
| 5Y | +7.8% | -0.1% | +7.9% | +5.3% |
| 10Y | +112.5% | +189.7% | -77.2% | +96.2% |
| All | +235.4% | +743.1% | -507.6% | +195.0% |
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