+28.1%
SW vs BTDR
-69.9%
+98.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.6% | +9.7% | +4.6% |
| 7D | +12.1% | -17.6% | +29.6% | +13.8% |
| 30D | +6.6% | -40.3% | +46.8% | +11.5% |
| 3M | -6.0% | -42.6% | +36.6% | -2.0% |
| 6M | +21.5% | -46.3% | +67.8% | +26.4% |
| YTD | +20.3% | -41.7% | +62.1% | +21.8% |
| 1Y | +28.1% | -69.4% | +97.5% | +34.6% |
| All | +28.1% | -69.9% | +98.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling