+265.7%
BAC vs SWK
+30.0%
+235.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.5% |
| 7D | -2.7% | +11.3% | -14.0% | -7.5% |
| 30D | -8.0% | +28.1% | -36.1% | -18.0% |
| 3M | -20.9% | +12.6% | -33.5% | -25.6% |
| 6M | -5.4% | +51.7% | -57.1% | -23.1% |
| YTD | -8.1% | +60.0% | -68.0% | -28.1% |
| 1Y | -3.1% | +72.7% | -75.8% | -27.2% |
| 3Y | +88.1% | +46.3% | +41.8% | +43.9% |
| 5Y | +19.7% | -24.6% | +44.4% | +25.7% |
| All | +265.7% | +30.0% | +235.7% | +158.1% |
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