-23.1%
BA vs SWK
-25.4%
+2.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | 0.0% | -1.7% |
| 7D | -0.1% | +11.3% | -11.3% | -3.9% |
| 30D | -9.1% | +28.1% | -37.2% | -16.9% |
| 3M | -28.2% | +12.6% | -40.8% | -31.3% |
| 6M | -23.1% | +51.7% | -74.8% | -33.8% |
| YTD | -20.6% | +60.0% | -80.5% | -33.3% |
| 1Y | -12.7% | +72.7% | -85.4% | -28.7% |
| 3Y | -11.6% | +46.3% | -57.9% | -27.3% |
| 5Y | -23.1% | -24.6% | +1.5% | -15.6% |
| All | -23.1% | -25.4% | +2.3% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling