+555.5%
SW vs BAH
+886.2%
-330.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | -5.1% | -3.2% | -1.9% | -4.7% |
| 30D | -4.6% | +2.0% | -6.6% | -4.8% |
| 3M | +9.4% | -7.6% | +17.0% | +10.2% |
| 6M | +3.5% | -5.7% | +9.2% | +3.7% |
| YTD | +22.0% | -11.7% | +33.8% | +22.9% |
| 1Y | +2.2% | -27.4% | +29.6% | +5.0% |
| 3Y | +19.6% | -32.5% | +52.1% | +23.0% |
| 5Y | -2.3% | -3.3% | +1.0% | -3.7% |
| 10Y | +181.4% | +186.0% | -4.6% | +157.6% |
| All | +555.5% | +886.2% | -330.7% | +465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling