+710.1%
BX vs SW
+183.3%
+526.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +3.3% | +1.8% | +1.4% | +2.9% |
| 30D | +9.6% | +7.0% | +2.6% | +8.1% |
| 3M | -8.7% | -7.6% | -1.0% | -7.2% |
| 6M | +2.2% | +8.5% | -6.3% | +0.4% |
| YTD | -16.2% | +17.7% | -33.9% | -19.2% |
| 1Y | -11.5% | +27.1% | -38.6% | -16.0% |
| 3Y | +41.0% | +48.2% | -7.2% | +30.6% |
| 5Y | +1.1% | -2.3% | +3.4% | -4.6% |
| 10Y | +710.1% | +183.3% | +526.8% | +510.9% |
| All | +710.1% | +183.3% | +526.8% | +510.9% |
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