-1.6%
SW vs BIDU
-51.4%
+49.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +4.7% | +1.1% | +3.6% | +4.5% |
| 30D | +5.0% | -8.7% | +13.7% | +6.2% |
| 3M | -7.3% | -28.5% | +21.1% | -3.6% |
| 6M | +15.0% | -37.0% | +52.0% | +21.2% |
| YTD | +18.5% | -39.2% | +57.7% | +24.7% |
| 1Y | +27.1% | -35.6% | +62.7% | +32.5% |
| 3Y | +49.3% | -27.5% | +76.8% | +49.5% |
| 5Y | -1.6% | -49.8% | +48.1% | -2.3% |
| All | -1.6% | -51.4% | +49.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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