+15.0%
SW vs BDX
+47.1%
-32.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.3% |
| 7D | +4.7% | +7.7% | -3.0% | +1.7% |
| 30D | +5.0% | +18.4% | -13.4% | -1.3% |
| 3M | -7.3% | +25.9% | -33.2% | -14.5% |
| 6M | +15.0% | +50.0% | -35.1% | +3.0% |
| All | +15.0% | +47.1% | -32.1% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling