+15.6%
BABA vs SWK
+30.0%
-14.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.5% |
| 7D | +8.6% | +11.3% | -2.7% | +4.6% |
| 30D | -1.1% | +28.1% | -29.2% | -9.3% |
| 3M | -15.9% | +12.6% | -28.5% | -19.7% |
| 6M | -17.5% | +51.7% | -69.3% | -29.5% |
| YTD | -25.6% | +60.0% | -85.6% | -38.1% |
| 1Y | -33.8% | +72.7% | -106.5% | -46.6% |
| 3Y | +34.6% | +46.3% | -11.7% | +10.2% |
| 5Y | -27.7% | -24.6% | -3.0% | -27.0% |
| All | +15.6% | +30.0% | -14.5% | -7.4% |
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