+185.4%
SW vs BB
+18.6%
+166.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | -1.2% |
| 7D | +4.7% | -8.9% | +13.6% | +5.3% |
| 30D | +5.0% | -12.6% | +17.6% | +5.8% |
| 3M | -7.3% | -4.1% | -3.2% | -7.4% |
| 6M | +15.0% | +49.5% | -34.5% | +10.6% |
| YTD | +18.5% | +120.8% | -102.3% | +10.7% |
| 1Y | +27.1% | +76.2% | -49.1% | +20.4% |
| 3Y | +49.3% | +123.8% | -74.5% | +37.0% |
| 5Y | -1.6% | -24.3% | +22.6% | -6.8% |
| All | +185.4% | +18.6% | +166.8% | +162.6% |
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