+755.0%
SW vs BBWI
+215.1%
+539.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +1.0% |
| 7D | -5.1% | +1.5% | -6.6% | -5.2% |
| 30D | -4.6% | -5.2% | +0.6% | -4.2% |
| 3M | +9.4% | +11.1% | -1.7% | +8.0% |
| 6M | +3.5% | -13.4% | +16.9% | +4.4% |
| YTD | +22.0% | +0.1% | +21.9% | +21.2% |
| 1Y | +2.2% | -36.1% | +38.3% | +5.5% |
| 3Y | +19.6% | -44.1% | +63.7% | +23.5% |
| 5Y | -2.3% | -66.2% | +63.9% | +2.4% |
| 10Y | +181.4% | -54.8% | +236.1% | +165.9% |
| All | +755.0% | +215.1% | +539.9% | +747.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling