+743.1%
SW vs BG
+21.3%
+721.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +3.9% |
| 7D | +12.1% | -3.8% | +15.8% | +12.3% |
| 30D | +6.6% | -9.6% | +16.2% | +7.2% |
| 3M | -6.0% | -8.5% | +2.5% | -5.6% |
| 6M | +21.5% | -23.0% | +44.5% | +23.3% |
| YTD | +20.3% | +10.9% | +9.4% | +19.0% |
| 1Y | +28.1% | +6.0% | +22.2% | +27.1% |
| 3Y | +51.6% | -0.2% | +51.8% | +50.1% |
| 5Y | -0.1% | +19.9% | -20.0% | -2.5% |
| 10Y | +189.7% | +87.7% | +102.0% | +173.0% |
| All | +743.1% | +21.3% | +721.7% | +603.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling