+49.3%
SW vs BG
+1.4%
+47.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | +4.7% | +2.6% | +2.0% | +4.3% |
| 30D | +5.0% | -8.2% | +13.2% | +6.2% |
| 3M | -7.3% | -7.0% | -0.3% | -7.0% |
| 6M | +15.0% | -23.5% | +38.5% | +19.8% |
| YTD | +18.5% | +12.6% | +5.9% | +12.2% |
| 1Y | +27.1% | +5.8% | +21.4% | +22.0% |
| All | +49.3% | +1.4% | +47.9% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling