+182.3%
SW vs BBY
+290.9%
-108.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.9% |
| 7D | -2.6% | +3.7% | -6.3% | -3.3% |
| 30D | +7.2% | +20.9% | -13.7% | +3.1% |
| 3M | -10.5% | +27.6% | -38.1% | -14.9% |
| 6M | +9.9% | +86.9% | -77.0% | -3.2% |
| YTD | +17.2% | +63.3% | -46.1% | +5.8% |
| 1Y | +26.5% | +42.6% | -16.1% | +17.0% |
| 3Y | +47.7% | +89.8% | -42.1% | +30.0% |
| 5Y | +0.2% | -0.1% | +0.3% | -6.0% |
| 10Y | +182.3% | +294.3% | -112.0% | +139.4% |
| All | +182.3% | +290.9% | -108.6% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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