+251.7%
BAC vs SWK
+32.9%
+218.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.0% |
| 7D | +2.0% | +10.7% | -8.7% | -2.8% |
| 30D | -6.9% | +33.3% | -40.3% | -18.5% |
| 3M | -19.6% | +14.7% | -34.2% | -24.9% |
| 6M | -0.5% | +48.5% | -49.0% | -18.2% |
| YTD | -6.6% | +63.9% | -70.5% | -27.7% |
| 1Y | -3.0% | +80.4% | -83.4% | -28.4% |
| 3Y | +97.3% | +58.1% | +39.2% | +45.2% |
| 5Y | +21.9% | -24.5% | +46.4% | +28.3% |
| 10Y | +251.7% | +29.5% | +222.2% | +151.9% |
| All | +251.7% | +32.9% | +218.8% | +151.9% |
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