+182.7%
SW vs BG
+90.1%
+92.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +2.3% | +2.5% | -0.2% | +2.0% |
| 30D | +6.8% | -6.1% | +12.9% | +7.4% |
| 3M | -5.2% | -8.5% | +3.3% | -4.6% |
| 6M | +7.4% | -20.4% | +27.8% | +9.7% |
| YTD | +17.4% | +13.3% | +4.1% | +14.8% |
| 1Y | +27.1% | +7.3% | +19.8% | +25.0% |
| 3Y | +47.9% | +2.6% | +45.3% | +44.7% |
| 5Y | -2.6% | +22.0% | -24.5% | -6.9% |
| All | +182.7% | +90.1% | +92.6% | +153.0% |
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