+182.3%
SW vs BDX
+87.0%
+95.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -2.6% | +2.5% | -5.1% | -3.3% |
| 30D | +7.2% | +13.6% | -6.4% | +3.3% |
| 3M | -10.5% | +18.9% | -29.4% | -14.9% |
| 6M | +9.9% | +51.8% | -41.9% | -2.7% |
| YTD | +17.2% | +43.3% | -26.1% | +5.8% |
| 1Y | +26.5% | +48.0% | -21.5% | +13.3% |
| 3Y | +47.7% | +23.7% | +24.0% | +36.3% |
| 5Y | +0.2% | +24.9% | -24.7% | -9.1% |
| 10Y | +182.3% | +92.2% | +90.1% | +159.3% |
| All | +182.3% | +87.0% | +95.3% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling