-1.6%
SW vs BTG
+49.7%
-51.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.9% |
| 7D | +4.7% | +5.6% | -1.0% | +3.8% |
| 30D | +5.0% | +1.2% | +3.8% | +4.6% |
| 3M | -7.3% | +29.0% | -36.3% | -11.0% |
| 6M | +15.0% | +25.4% | -10.4% | +10.6% |
| YTD | +18.5% | +18.3% | +0.2% | +13.9% |
| 1Y | +27.1% | +32.4% | -5.3% | +20.6% |
| 3Y | +49.3% | +73.3% | -23.9% | +33.7% |
| 5Y | -1.6% | +45.2% | -46.9% | -12.2% |
| All | -1.6% | +49.7% | -51.3% | -12.2% |
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