-2.6%
SW vs BDX
+24.6%
-27.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | +2.3% | +7.1% | -4.8% | -0.2% |
| 30D | +6.8% | +17.6% | -10.8% | +0.7% |
| 3M | -5.2% | +20.4% | -25.6% | -11.4% |
| 6M | +7.4% | +48.3% | -40.8% | -7.0% |
| YTD | +17.4% | +41.6% | -24.2% | +4.0% |
| 1Y | +27.1% | +55.7% | -28.6% | +9.5% |
| 3Y | +47.9% | +10.6% | +37.2% | +34.2% |
| All | -2.6% | +24.6% | -27.2% | -14.4% |
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