+51.6%
SW vs BN
+98.6%
-47.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.1% | -2.0% | +0.5% |
| 7D | +12.1% | +12.0% | +0.1% | +4.6% |
| 30D | +6.6% | +17.0% | -10.5% | -3.2% |
| 3M | -6.0% | -3.2% | -2.8% | -4.3% |
| 6M | +21.5% | -3.9% | +25.3% | +24.3% |
| YTD | +20.3% | -5.6% | +25.9% | +23.6% |
| 1Y | +28.1% | -4.7% | +32.9% | +30.6% |
| All | +51.6% | +98.6% | -47.0% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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