-1.6%
SW vs BB
-23.9%
+22.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | -1.0% |
| 7D | +4.7% | -8.9% | +13.6% | +5.7% |
| 30D | +5.0% | -12.6% | +17.6% | +6.3% |
| 3M | -7.3% | -4.1% | -3.2% | -7.5% |
| 6M | +15.0% | +49.5% | -34.5% | +6.8% |
| YTD | +18.5% | +120.8% | -102.3% | +4.0% |
| 1Y | +27.1% | +76.2% | -49.1% | +14.6% |
| 3Y | +49.3% | +123.8% | -74.5% | +26.5% |
| 5Y | -1.6% | -24.3% | +22.6% | +0.8% |
| All | -1.6% | -23.9% | +22.3% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling