+743.1%
SW vs BB
-93.9%
+836.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.0% | -2.9% | +3.8% |
| 7D | +12.1% | -6.8% | +18.9% | +12.4% |
| 30D | +6.6% | -3.5% | +10.1% | +6.6% |
| 3M | -6.0% | -1.2% | -4.8% | -6.2% |
| 6M | +21.5% | +57.0% | -35.5% | +18.2% |
| YTD | +20.3% | +131.1% | -110.8% | +14.9% |
| 1Y | +28.1% | +87.6% | -59.4% | +23.4% |
| 3Y | +51.6% | +134.2% | -82.6% | +43.2% |
| 5Y | -0.1% | -19.9% | +19.8% | -3.7% |
| 10Y | +189.7% | +25.7% | +164.1% | +168.4% |
| All | +743.1% | -93.9% | +836.9% | +680.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling