-0.1%
SW vs BAH
+12.0%
-12.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.9% |
| 7D | +12.1% | +5.8% | +6.3% | +11.2% |
| 30D | +6.6% | +28.7% | -22.1% | +3.0% |
| 3M | -6.0% | +20.9% | -26.9% | -8.4% |
| 6M | +21.5% | +15.2% | +6.3% | +18.6% |
| YTD | +20.3% | +7.1% | +13.3% | +17.9% |
| 1Y | +28.1% | +6.4% | +21.8% | +25.6% |
| 3Y | +51.6% | -23.6% | +75.2% | +53.2% |
| 5Y | -0.1% | +11.5% | -11.6% | +1.0% |
| All | -0.1% | +12.0% | -12.2% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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