+743.1%
SW vs BBWI
+280.2%
+462.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +3.6% |
| 7D | +12.1% | +8.8% | +3.3% | +11.1% |
| 30D | +6.6% | +34.8% | -28.3% | +3.2% |
| 3M | -6.0% | +12.9% | -18.9% | -7.5% |
| 6M | +21.5% | +29.6% | -8.1% | +17.7% |
| YTD | +20.3% | +20.8% | -0.4% | +17.0% |
| 1Y | +28.1% | +4.1% | +24.1% | +25.8% |
| 3Y | +51.6% | -21.0% | +72.6% | +51.7% |
| 5Y | -0.1% | -64.8% | +64.7% | +3.5% |
| 10Y | +189.7% | -37.7% | +227.4% | +167.4% |
| All | +743.1% | +280.2% | +462.8% | +717.4% |
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