-2.6%
SW vs BTG
+47.1%
-49.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.3% |
| 7D | +2.3% | +17.4% | -15.1% | +0.2% |
| 30D | +6.8% | +8.0% | -1.2% | +5.4% |
| 3M | -5.2% | +32.5% | -37.7% | -9.3% |
| 6M | +7.4% | +21.6% | -14.2% | +3.7% |
| YTD | +17.4% | +21.2% | -3.8% | +12.5% |
| 1Y | +27.1% | +43.9% | -16.8% | +19.5% |
| 3Y | +47.9% | +78.6% | -30.7% | +31.9% |
| All | -2.6% | +47.1% | -49.7% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling