+185.4%
SW vs BG
+89.1%
+96.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | +4.7% | +2.6% | +2.0% | +4.4% |
| 30D | +5.0% | -8.2% | +13.2% | +5.9% |
| 3M | -7.3% | -7.0% | -0.3% | -6.9% |
| 6M | +15.0% | -23.5% | +38.5% | +17.9% |
| YTD | +18.5% | +12.6% | +5.9% | +15.9% |
| 1Y | +27.1% | +5.8% | +21.4% | +25.2% |
| 3Y | +49.3% | +1.4% | +47.9% | +46.3% |
| 5Y | -1.6% | +21.3% | -22.9% | -5.9% |
| All | +185.4% | +89.1% | +96.3% | +155.6% |
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