+743.1%
SW vs BWA
+183.5%
+559.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.4% |
| 7D | +12.1% | -9.9% | +21.9% | +13.4% |
| 30D | +6.6% | -16.4% | +22.9% | +8.7% |
| 3M | -6.0% | -19.8% | +13.8% | -3.7% |
| 6M | +21.5% | -10.0% | +31.4% | +22.8% |
| YTD | +20.3% | +12.7% | +7.6% | +18.8% |
| 1Y | +28.1% | +15.7% | +12.5% | +26.1% |
| 3Y | +51.6% | +57.1% | -5.5% | +44.3% |
| 5Y | -0.1% | +31.8% | -31.9% | -4.6% |
| 10Y | +189.7% | +95.1% | +94.6% | +167.0% |
| All | +743.1% | +183.5% | +559.6% | +678.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling