-6.2%
SW vs BTDR
+20.7%
-26.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +2.1% |
| 7D | -5.7% | -3.4% | -2.3% | -5.5% |
| 30D | -11.4% | +32.6% | -44.0% | -13.3% |
| 3M | +2.2% | -32.2% | +34.4% | +3.9% |
| 6M | +4.5% | +52.4% | -47.8% | +0.6% |
| YTD | +15.1% | +6.7% | +8.4% | +12.4% |
| 1Y | -2.5% | -15.2% | +12.7% | -4.6% |
| 3Y | +28.0% | +14.9% | +13.1% | +18.7% |
| All | -6.2% | +20.7% | -26.9% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling