-2.6%
SW vs BG
+21.4%
-23.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.6% |
| 3M | -5.2% | -8.5% | +3.3% | -4.4% |
| 6M | +7.4% | -20.4% | +27.8% | +10.6% |
| YTD | +17.4% | +13.3% | +4.1% | +13.0% |
| 1Y | +27.1% | +7.3% | +19.8% | +23.5% |
| 3Y | +47.9% | +2.6% | +45.3% | +42.3% |
| All | -2.6% | +21.4% | -23.9% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling