-2.3%
SW vs BBY
-0.2%
-2.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.5% |
| 7D | -5.1% | +9.5% | -14.6% | -7.2% |
| 30D | -4.6% | +6.8% | -11.4% | -6.2% |
| 3M | +9.4% | +28.9% | -19.5% | +2.9% |
| 6M | +3.5% | +37.8% | -34.3% | -4.6% |
| YTD | +22.0% | +38.7% | -16.7% | +12.2% |
| 1Y | +2.2% | +23.7% | -21.5% | -3.7% |
| 3Y | +19.6% | +39.1% | -19.5% | +10.0% |
| All | -2.3% | -0.2% | -2.1% | -10.0% |
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