-1.7%
SW vs BTDR
-33.9%
+32.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.9% | -9.7% | -0.4% |
| 7D | +1.8% | +7.1% | -5.3% | +1.1% |
| 30D | +7.0% | -31.4% | +38.4% | +9.1% |
| 3M | -7.6% | -39.2% | +31.6% | -5.6% |
| 6M | +8.5% | -50.9% | +59.5% | +11.7% |
| YTD | +17.7% | -41.0% | +58.7% | +18.7% |
| 1Y | +27.1% | -69.9% | +97.0% | +32.4% |
| 3Y | +48.2% | +87.3% | -39.1% | +38.3% |
| 5Y | -2.3% | -33.6% | +31.3% | -8.5% |
| All | -1.7% | -33.9% | +32.2% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling