+40.1%
SW vs BBY
+89.3%
-49.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -2.9% | +4.5% | -7.4% | -4.6% |
| 30D | +5.0% | +16.8% | -11.8% | -1.2% |
| 3M | -13.7% | +23.2% | -36.9% | -20.7% |
| 6M | +8.0% | +91.9% | -83.9% | -16.4% |
| YTD | +14.0% | +61.6% | -47.7% | -6.3% |
| 1Y | +25.6% | +43.9% | -18.3% | +8.1% |
| 3Y | +40.1% | +88.6% | -48.5% | +8.1% |
| All | +40.1% | +89.3% | -49.2% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling