+48.8%
SW vs BG
+4.4%
+44.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +2.2% | +5.0% | -2.8% | +1.4% |
| 30D | +7.4% | -3.2% | +10.7% | +7.8% |
| 3M | -5.9% | -11.2% | +5.3% | -4.7% |
| 6M | +9.0% | -19.4% | +28.4% | +12.3% |
| YTD | +18.1% | +13.6% | +4.5% | +11.6% |
| 1Y | +28.7% | +7.3% | +21.4% | +23.1% |
| 3Y | +48.8% | +3.8% | +45.0% | +44.7% |
| All | +48.8% | +4.4% | +44.3% | +44.7% |
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