+182.7%
SW vs BB
+23.8%
+158.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.4% | -1.2% |
| 7D | +2.3% | +3.8% | -1.5% | +2.0% |
| 30D | +6.8% | -0.3% | +7.1% | +6.6% |
| 3M | -5.2% | -0.5% | -4.7% | -5.5% |
| 6M | +7.4% | +45.9% | -38.5% | +3.5% |
| YTD | +17.4% | +130.6% | -113.2% | +9.3% |
| 1Y | +27.1% | +89.2% | -62.1% | +19.8% |
| 3Y | +47.9% | +137.5% | -89.6% | +35.2% |
| 5Y | -2.6% | -20.9% | +18.3% | -8.0% |
| All | +182.7% | +23.8% | +158.9% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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