+71.4%
BAC vs SWK
-38.7%
+110.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | -0.4% | -5.7% | +5.3% | +1.4% |
| 3M | +16.9% | +24.1% | -7.2% | +8.3% |
| 6M | +26.6% | +24.7% | +1.9% | +16.6% |
| YTD | +15.8% | +33.9% | -18.2% | +3.7% |
| 1Y | +27.2% | +34.7% | -7.5% | +12.9% |
| 3Y | +132.4% | +15.3% | +117.1% | +110.1% |
| All | +71.4% | -38.7% | +110.2% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling