+22.5%
SW vs BBAI
-70.8%
+93.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.3% |
| 7D | -5.1% | -4.3% | -0.8% | -5.0% |
| 30D | -4.6% | -3.6% | -1.0% | -4.5% |
| 3M | +9.4% | -38.8% | +48.2% | +10.7% |
| 6M | +3.5% | -23.8% | +27.3% | +4.0% |
| YTD | +22.0% | -45.9% | +68.0% | +23.5% |
| 1Y | +2.2% | -40.8% | +43.0% | +2.8% |
| 3Y | +19.6% | +69.8% | -50.2% | +14.5% |
| 5Y | -2.3% | -70.3% | +68.0% | -10.4% |
| All | +22.5% | -70.8% | +93.3% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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