+694.8%
BX vs SW
+147.8%
+547.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -4.4% | -5.1% | +0.7% | -3.4% |
| 30D | +0.1% | -4.6% | +4.7% | +1.0% |
| 3M | +16.0% | +9.4% | +6.6% | +13.8% |
| 6M | +21.6% | +3.5% | +18.1% | +20.1% |
| YTD | -8.9% | +22.0% | -30.9% | -12.8% |
| 1Y | -16.6% | +2.2% | -18.8% | -17.8% |
| 3Y | +43.3% | +19.6% | +23.7% | +36.3% |
| 5Y | +25.7% | -2.3% | +28.0% | +18.3% |
| All | +694.8% | +147.8% | +547.0% | +527.7% |
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