+263.2%
BAC vs SWK
+29.6%
+233.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.2% | +11.0% | -12.2% | -6.0% |
| 30D | -7.7% | +30.1% | -37.7% | -18.3% |
| 3M | -21.2% | +14.7% | -35.8% | -26.4% |
| 6M | -6.8% | +44.5% | -51.3% | -22.5% |
| YTD | -8.7% | +59.4% | -68.1% | -28.4% |
| 1Y | -5.3% | +77.5% | -82.8% | -29.7% |
| 3Y | +87.4% | +49.5% | +38.0% | +41.8% |
| 5Y | +18.9% | -24.9% | +43.8% | +25.1% |
| All | +263.2% | +29.6% | +233.6% | +156.8% |
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