+1,879.8%
BX vs SW
+755.0%
+1,124.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -4.4% | -5.1% | +0.7% | -3.7% |
| 30D | +0.1% | -4.6% | +4.7% | +0.7% |
| 3M | +16.0% | +9.4% | +6.6% | +14.6% |
| 6M | +21.6% | +3.5% | +18.1% | +20.7% |
| YTD | -8.9% | +22.0% | -30.9% | -11.5% |
| 1Y | -16.6% | +2.2% | -18.8% | -17.4% |
| 3Y | +43.3% | +19.6% | +23.7% | +38.7% |
| 5Y | +25.7% | -2.3% | +28.0% | +21.0% |
| 10Y | +689.5% | +181.4% | +508.1% | +580.0% |
| All | +1,879.8% | +755.0% | +1,124.8% | +1,327.3% |
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 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