+730.4%
SW vs BBY
+286.8%
+443.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.3% |
| 7D | +4.7% | -1.0% | +5.6% | +4.7% |
| 30D | +5.0% | +17.1% | -12.1% | +3.3% |
| 3M | -7.3% | +18.9% | -26.2% | -9.0% |
| 6M | +15.0% | +77.7% | -62.7% | +8.6% |
| YTD | +18.5% | +54.4% | -35.9% | +13.3% |
| 1Y | +27.1% | +29.4% | -2.3% | +23.5% |
| 3Y | +49.3% | +71.2% | -21.9% | +41.8% |
| 5Y | -1.6% | -2.7% | +1.1% | -4.6% |
| 10Y | +185.4% | +274.3% | -88.9% | +163.5% |
| All | +730.4% | +286.8% | +443.6% | +740.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling