+755.0%
SW vs BIDU
+193.4%
+561.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.9% |
| 7D | -5.1% | +2.4% | -7.5% | -5.3% |
| 30D | -4.6% | -10.5% | +5.9% | -3.8% |
| 3M | +9.4% | -26.2% | +35.6% | +11.8% |
| 6M | +3.5% | -16.4% | +19.9% | +4.6% |
| YTD | +22.0% | -23.9% | +45.9% | +23.9% |
| 1Y | +2.2% | +1.3% | +0.9% | +1.1% |
| 3Y | +19.6% | -32.1% | +51.7% | +20.5% |
| 5Y | -2.3% | -39.0% | +36.6% | -3.3% |
| 10Y | +181.4% | -44.0% | +225.4% | +173.5% |
| All | +755.0% | +193.4% | +561.6% | +689.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling