-2.3%
SW vs BDX
+1.9%
-4.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | -5.1% | -2.5% | -2.6% | -4.2% |
| 30D | -4.6% | +8.3% | -12.8% | -7.3% |
| 3M | +9.4% | +24.4% | -15.0% | +1.2% |
| 6M | +3.5% | +9.2% | -5.7% | +0.1% |
| YTD | +22.0% | +22.7% | -0.7% | +13.9% |
| 1Y | +2.2% | +25.9% | -23.7% | -5.3% |
| 3Y | +19.6% | -10.5% | +30.1% | +15.5% |
| All | -2.3% | +1.9% | -4.3% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling