+42.0%
SW vs BAM
+90.3%
-48.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.2% | -2.1% | +1.1% |
| 7D | +12.1% | +14.2% | -2.2% | +5.1% |
| 30D | +6.6% | +21.0% | -14.4% | -2.8% |
| 3M | -6.0% | +5.2% | -11.2% | -8.4% |
| 6M | +21.5% | +16.0% | +5.5% | +13.0% |
| YTD | +20.3% | +6.5% | +13.9% | +15.9% |
| 1Y | +28.1% | +4.4% | +23.8% | +24.2% |
| 3Y | +51.6% | +90.0% | -38.4% | +23.3% |
| All | +42.0% | +90.3% | -48.3% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling