-1.5%
BAC vs SWK
+87.6%
-89.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +13.1% | -9.1% | +1.5% |
| 7D | +1.5% | +17.9% | -16.4% | -1.6% |
| 30D | -4.4% | +31.9% | -36.3% | -9.2% |
| 3M | -17.5% | +16.6% | -34.1% | -19.9% |
| 6M | -0.1% | +61.1% | -61.2% | -9.5% |
| YTD | -4.6% | +64.2% | -68.8% | -13.6% |
| 1Y | -1.5% | +85.2% | -86.7% | -12.0% |
| All | -1.5% | +87.6% | -89.1% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling