-1.7%
SW vs BBY
-2.1%
+0.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.5% |
| 7D | -3.0% | +4.0% | -7.0% | -4.0% |
| 30D | +4.2% | +17.6% | -13.4% | -0.2% |
| 3M | -11.5% | +25.9% | -37.4% | -16.9% |
| 6M | +8.6% | +85.1% | -76.5% | -7.3% |
| YTD | +15.0% | +60.6% | -45.6% | +1.3% |
| 1Y | +25.7% | +40.2% | -14.5% | +14.3% |
| 3Y | +44.8% | +86.6% | -41.8% | +26.2% |
| 5Y | -1.7% | -3.7% | +2.0% | -16.7% |
| All | -1.7% | -2.1% | +0.3% | -16.7% |
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