+31.8%
BA vs SWK
+29.6%
+2.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.1% | +11.0% | -10.0% | -4.8% |
| 30D | -7.9% | +30.1% | -38.0% | -20.4% |
| 3M | -25.3% | +14.7% | -40.0% | -31.0% |
| 6M | -24.6% | +44.5% | -69.1% | -38.7% |
| YTD | -20.1% | +59.4% | -79.5% | -39.3% |
| 1Y | -11.8% | +77.5% | -89.3% | -37.0% |
| 3Y | -10.1% | +49.5% | -59.6% | -35.3% |
| 5Y | -22.7% | -24.9% | +2.1% | -17.1% |
| All | +31.8% | +29.6% | +2.2% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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