+730.4%
SW vs BDX
+368.3%
+362.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.0% |
| 7D | +4.7% | +7.7% | -3.0% | +2.8% |
| 30D | +5.0% | +18.4% | -13.4% | +0.8% |
| 3M | -7.3% | +25.9% | -33.2% | -12.4% |
| 6M | +15.0% | +50.0% | -35.1% | +4.1% |
| YTD | +18.5% | +42.7% | -24.2% | +8.9% |
| 1Y | +27.1% | +57.8% | -30.7% | +14.3% |
| 3Y | +49.3% | +11.6% | +37.7% | +42.5% |
| 5Y | -1.6% | +25.0% | -26.6% | -8.9% |
| 10Y | +185.4% | +86.3% | +99.1% | +145.3% |
| All | +730.4% | +368.3% | +362.1% | +518.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling