+0.4%
BX vs SW
-2.6%
+2.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | +1.8% | +2.3% | -0.5% | +1.2% |
| 30D | +7.9% | +6.8% | +1.1% | +6.1% |
| 3M | -9.6% | -5.2% | -4.4% | -8.4% |
| 6M | -2.3% | +7.4% | -9.7% | -4.4% |
| YTD | -19.3% | +17.4% | -36.7% | -23.1% |
| 1Y | -13.2% | +27.1% | -40.3% | -19.1% |
| 3Y | +33.8% | +47.9% | -14.1% | +21.5% |
| All | +0.4% | -2.6% | +2.9% | -9.2% |
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