-32.1%
BABA vs SWK
-24.2%
-7.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +13.1% | -8.2% | +0.7% |
| 7D | +4.3% | +17.9% | -13.6% | -1.3% |
| 30D | -5.0% | +31.9% | -36.9% | -13.4% |
| 3M | -18.4% | +16.6% | -34.9% | -22.7% |
| 6M | -20.3% | +61.1% | -81.4% | -33.1% |
| YTD | -27.5% | +64.2% | -91.7% | -40.1% |
| 1Y | -35.3% | +85.2% | -120.5% | -49.0% |
| 3Y | +31.2% | +50.2% | -19.0% | +5.9% |
| 5Y | -32.1% | -22.8% | -9.3% | -28.9% |
| All | -32.1% | -24.2% | -7.9% | -28.9% |
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