-31.3%
BABA vs SWK
-38.7%
+7.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -4.8% | -0.4% | -4.3% | -4.6% |
| 30D | -11.9% | -5.7% | -6.2% | -10.3% |
| 3M | -9.3% | +24.1% | -33.3% | -16.5% |
| 6M | -14.2% | +24.7% | -39.0% | -21.7% |
| YTD | -22.0% | +33.9% | -56.0% | -30.8% |
| 1Y | -12.7% | +34.7% | -47.4% | -23.0% |
| 3Y | +26.7% | +15.3% | +11.4% | +12.7% |
| All | -31.3% | -38.7% | +7.4% | -23.4% |
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 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