+19.6%
SW vs BTG
+102.4%
-82.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | -5.1% | -0.9% | -4.2% | -5.0% |
| 30D | -4.6% | +36.8% | -41.4% | -9.4% |
| 3M | +9.4% | +23.1% | -13.7% | +5.2% |
| 6M | +3.5% | +3.5% | 0.0% | +1.2% |
| YTD | +22.0% | +25.5% | -3.5% | +15.9% |
| 1Y | +2.2% | +40.1% | -37.9% | -5.2% |
| All | +19.6% | +102.4% | -82.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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