+19.6%
SW vs BTDR
-2.0%
+21.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.7% | +1.0% |
| 7D | -5.1% | +20.0% | -25.1% | -6.5% |
| 30D | -4.6% | +11.9% | -16.5% | -5.8% |
| 3M | +9.4% | -36.9% | +46.3% | +12.1% |
| 6M | +3.5% | +56.5% | -53.0% | -1.3% |
| YTD | +22.0% | +10.4% | +11.6% | +18.4% |
| 1Y | +2.2% | +3.1% | -0.9% | -1.9% |
| All | +19.6% | -2.0% | +21.6% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling