+177.1%
SW vs BG
+111.0%
+66.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | -2.9% | +2.6% | -5.5% | -3.2% |
| 30D | +5.0% | -6.7% | +11.7% | +5.7% |
| 3M | -13.7% | -9.3% | -4.4% | -13.0% |
| 6M | +8.0% | -18.3% | +26.4% | +10.0% |
| YTD | +14.0% | +16.2% | -2.2% | +11.1% |
| 1Y | +25.6% | +7.6% | +18.0% | +23.5% |
| 3Y | +40.1% | +6.6% | +33.6% | +36.6% |
| 5Y | -2.6% | +22.2% | -24.8% | -7.0% |
| All | +177.1% | +111.0% | +66.1% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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