+3.5%
SW vs BTDR
+56.7%
-53.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.7% | +0.7% |
| 7D | -5.1% | +20.0% | -25.1% | -7.7% |
| 30D | -4.6% | +11.9% | -16.5% | -6.9% |
| 3M | +9.4% | -36.9% | +46.3% | +20.3% |
| 6M | +3.5% | +56.5% | -53.0% | -18.1% |
| All | +3.5% | +56.7% | -53.2% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling