+28.2%
BABA vs SWK
+40.9%
-12.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.2% |
| 3M | -9.3% | +24.1% | -33.3% | -16.9% |
| 6M | -14.2% | +24.7% | -39.0% | -22.0% |
| YTD | -22.0% | +33.9% | -56.0% | -31.2% |
| 1Y | -12.7% | +34.7% | -47.4% | -23.4% |
| 3Y | +26.7% | +15.3% | +11.4% | +12.4% |
| 5Y | -29.3% | -39.3% | +9.9% | -22.7% |
| 10Y | +21.2% | +2.5% | +18.8% | -2.1% |
| All | +28.2% | +40.9% | -12.8% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling