-11.5%
BX vs SW
+25.3%
-36.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.1% |
| 7D | -1.1% | -3.0% | +1.9% | 0.0% |
| 30D | +8.8% | +4.2% | +4.6% | +7.4% |
| 3M | -18.3% | -11.5% | -6.7% | -15.0% |
| 6M | -1.5% | +8.6% | -10.1% | -4.2% |
| YTD | -19.9% | +15.0% | -34.9% | -21.9% |
| All | -11.5% | +25.3% | -36.8% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling