+147.8%
SW vs BWA
+151.8%
-4.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.7% |
| 7D | -5.1% | +5.7% | -10.8% | -6.2% |
| 30D | -4.6% | +1.4% | -6.0% | -4.9% |
| 3M | +9.4% | -12.1% | +21.5% | +12.1% |
| 6M | +3.5% | +28.6% | -25.1% | -1.9% |
| YTD | +22.0% | +51.1% | -29.1% | +12.3% |
| 1Y | +2.2% | +55.9% | -53.7% | -6.5% |
| 3Y | +19.6% | +70.1% | -50.5% | +5.6% |
| 5Y | -2.3% | +90.7% | -93.0% | -16.3% |
| All | +147.8% | +151.8% | -4.0% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling