-2.6%
SW vs BBY
-2.4%
-0.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +2.3% | +4.2% | -1.8% | +1.2% |
| 30D | +6.8% | +17.8% | -11.0% | +2.3% |
| 3M | -5.2% | +25.8% | -31.0% | -10.8% |
| 6M | +7.4% | +73.8% | -66.4% | -6.9% |
| YTD | +17.4% | +54.7% | -37.3% | +4.5% |
| 1Y | +27.1% | +33.4% | -6.3% | +17.1% |
| 3Y | +47.9% | +72.2% | -24.3% | +30.5% |
| All | -2.6% | -2.4% | -0.1% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling