+37.4%
BX vs SW
+44.2%
-6.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -2.8% | -2.6% | -0.3% | -1.9% |
| 30D | +7.3% | +7.2% | +0.1% | +4.7% |
| 3M | -16.3% | -10.5% | -5.8% | -13.1% |
| 6M | +2.5% | +9.9% | -7.4% | -1.4% |
| YTD | -17.6% | +17.2% | -34.8% | -23.1% |
| 1Y | -12.4% | +26.5% | -38.9% | -20.6% |
| All | +37.4% | +44.2% | -6.7% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling