+147.8%
SW vs BB
-0.4%
+148.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.1% | -5.6% | +0.5% | -4.7% |
| 30D | -4.6% | -11.8% | +7.2% | -3.8% |
| 3M | +9.4% | -25.5% | +34.9% | +11.1% |
| 6M | +3.5% | +121.3% | -117.8% | -3.1% |
| YTD | +22.0% | +103.2% | -81.1% | +14.9% |
| 1Y | +2.2% | +102.6% | -100.4% | -3.9% |
| 3Y | +19.6% | +37.5% | -17.9% | +12.7% |
| 5Y | -2.3% | -30.4% | +28.1% | -6.7% |
| All | +147.8% | -0.4% | +148.2% | +119.5% |
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