+1,658.9%
BX vs SW
+730.4%
+928.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.4% |
| 7D | +0.3% | +4.7% | -4.4% | -0.3% |
| 30D | +6.7% | +5.0% | +1.7% | +6.0% |
| 3M | -11.1% | -7.3% | -3.7% | -10.2% |
| 6M | -0.4% | +15.0% | -15.4% | -2.3% |
| YTD | -19.1% | +18.5% | -37.6% | -21.0% |
| 1Y | -13.6% | +27.1% | -40.7% | -16.4% |
| 3Y | +30.7% | +49.3% | -18.6% | +24.1% |
| 5Y | +0.3% | -1.6% | +1.9% | -3.3% |
| 10Y | +687.5% | +185.4% | +502.1% | +580.1% |
| All | +1,658.9% | +730.4% | +928.6% | +1,173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling