+185.4%
SW vs BBWI
-41.8%
+227.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | -0.6% |
| 7D | +4.7% | -3.1% | +7.7% | +5.1% |
| 30D | +5.0% | +23.1% | -18.1% | +1.9% |
| 3M | -7.3% | +7.3% | -14.6% | -8.6% |
| 6M | +15.0% | +22.6% | -7.6% | +11.1% |
| YTD | +18.5% | +13.3% | +5.2% | +15.1% |
| 1Y | +27.1% | -2.6% | +29.7% | +25.2% |
| 3Y | +49.3% | -25.9% | +75.3% | +50.7% |
| 5Y | -1.6% | -66.7% | +65.1% | +4.2% |
| All | +185.4% | -41.8% | +227.2% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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