+19.6%
SW vs BB
+38.2%
-18.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.1% | -5.6% | +0.5% | -4.5% |
| 30D | -4.6% | -11.8% | +7.2% | -3.3% |
| 3M | +9.4% | -25.5% | +34.9% | +12.0% |
| 6M | +3.5% | +121.3% | -117.8% | -8.0% |
| YTD | +22.0% | +103.2% | -81.1% | +9.5% |
| 1Y | +2.2% | +102.6% | -100.4% | -8.6% |
| All | +19.6% | +38.2% | -18.7% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling