-2.3%
SW vs BBWI
-66.0%
+63.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.7% |
| 7D | -5.1% | +1.5% | -6.6% | -5.4% |
| 30D | -4.6% | -5.2% | +0.6% | -3.8% |
| 3M | +9.4% | +11.1% | -1.7% | +6.6% |
| 6M | +3.5% | -13.4% | +16.9% | +5.3% |
| YTD | +22.0% | +0.1% | +21.9% | +20.1% |
| 1Y | +2.2% | -36.1% | +38.3% | +9.1% |
| 3Y | +19.6% | -44.1% | +63.7% | +27.2% |
| All | -2.3% | -66.0% | +63.7% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling