+21.3%
BAC vs SWK
-25.5%
+46.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +2.1% | +11.3% | -9.2% | -1.4% |
| 30D | -6.7% | +31.5% | -38.2% | -14.5% |
| 3M | -20.2% | +14.4% | -34.7% | -23.8% |
| 6M | -0.2% | +46.4% | -46.6% | -12.4% |
| YTD | -6.4% | +61.6% | -68.0% | -21.1% |
| 1Y | -3.1% | +78.7% | -81.8% | -21.2% |
| 3Y | +96.7% | +54.4% | +42.3% | +61.5% |
| 5Y | +21.3% | -25.3% | +46.6% | +22.2% |
| All | +21.3% | -25.5% | +46.7% | +22.2% |
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