+730.4%
SW vs BAX
+7.1%
+723.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.0% |
| 7D | +4.7% | +9.1% | -4.5% | +3.1% |
| 30D | +5.0% | +5.3% | -0.3% | +3.8% |
| 3M | -7.3% | -6.1% | -1.2% | -6.5% |
| 6M | +15.0% | +53.3% | -38.3% | +6.5% |
| YTD | +18.5% | +34.4% | -15.9% | +11.7% |
| 1Y | +27.1% | +43.2% | -16.0% | +18.6% |
| 3Y | +49.3% | -20.1% | +69.5% | +50.1% |
| 5Y | -1.6% | -63.7% | +62.1% | +5.6% |
| 10Y | +185.4% | -36.3% | +221.7% | +195.7% |
| All | +730.4% | +7.1% | +723.3% | +736.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling