-1.9%
SW vs BTDR
-39.9%
+37.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +13.3% | -14.2% | -1.8% |
| 7D | +2.3% | -10.4% | +12.7% | +2.8% |
| 30D | +6.8% | -42.2% | +48.9% | +10.1% |
| 3M | -5.2% | -42.8% | +37.6% | -2.7% |
| 6M | +7.4% | -60.2% | +67.6% | +12.0% |
| YTD | +17.4% | -46.3% | +63.7% | +19.1% |
| 1Y | +27.1% | -71.7% | +98.7% | +33.0% |
| 3Y | +47.9% | +54.6% | -6.8% | +39.0% |
| 5Y | -2.6% | -39.5% | +37.0% | -8.2% |
| All | -1.9% | -39.9% | +37.9% | -7.7% |
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