+5.1%
BX vs SW
-0.1%
+5.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.2% | +5.2% |
| 7D | +8.3% | +12.1% | -3.8% | +5.1% |
| 30D | +13.5% | +6.6% | +7.0% | +11.7% |
| 3M | -7.6% | -6.0% | -1.6% | -6.2% |
| 6M | +4.0% | +21.5% | -17.4% | -1.4% |
| YTD | -15.2% | +20.3% | -35.5% | -19.8% |
| 1Y | -8.5% | +28.1% | -36.6% | -14.8% |
| 3Y | +37.0% | +51.6% | -14.6% | +23.6% |
| All | +5.1% | -0.1% | +5.2% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling