-1.6%
SW vs BBWI
-67.6%
+66.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | -0.2% |
| 7D | +4.7% | -3.1% | +7.7% | +5.3% |
| 30D | +5.0% | +23.1% | -18.1% | +0.4% |
| 3M | -7.3% | +7.3% | -14.6% | -9.3% |
| 6M | +15.0% | +22.6% | -7.6% | +9.2% |
| YTD | +18.5% | +13.3% | +5.2% | +13.3% |
| 1Y | +27.1% | -2.6% | +29.7% | +24.2% |
| 3Y | +49.3% | -25.9% | +75.3% | +51.9% |
| 5Y | -1.6% | -66.7% | +65.1% | +6.6% |
| All | -1.6% | -67.6% | +66.0% | +6.6% |
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