-0.9%
BA vs SWK
-38.7%
+37.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | -11.6% | -5.7% | -5.9% | -9.8% |
| 3M | -2.4% | +24.1% | -26.4% | -9.5% |
| 6M | -6.6% | +24.7% | -31.3% | -13.9% |
| YTD | -2.2% | +33.9% | -36.2% | -12.3% |
| 1Y | -8.0% | +34.7% | -42.7% | -18.1% |
| 3Y | -5.0% | +15.3% | -20.3% | -14.8% |
| All | -0.9% | -38.7% | +37.8% | +13.7% |
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