+147.8%
SW vs BAX
-34.9%
+182.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.0% |
| 7D | -5.1% | -1.1% | -3.9% | -4.8% |
| 30D | -4.6% | -5.5% | +0.9% | -3.3% |
| 3M | +9.4% | +33.5% | -24.2% | +2.1% |
| 6M | +3.5% | +35.9% | -32.3% | -4.1% |
| YTD | +22.0% | +35.4% | -13.3% | +12.6% |
| 1Y | +2.2% | +9.8% | -7.5% | -1.7% |
| 3Y | +19.6% | -32.7% | +52.3% | +23.5% |
| 5Y | -2.3% | -65.6% | +63.2% | +10.3% |
| All | +147.8% | -34.9% | +182.6% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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