+19.7%
BAC vs SWK
-25.4%
+45.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.8% |
| 7D | -2.7% | +11.3% | -14.0% | -6.0% |
| 30D | -8.0% | +28.1% | -36.1% | -15.0% |
| 3M | -20.9% | +12.6% | -33.5% | -24.1% |
| 6M | -5.4% | +51.7% | -57.1% | -17.9% |
| YTD | -8.1% | +60.0% | -68.0% | -22.2% |
| 1Y | -3.1% | +72.7% | -75.8% | -20.3% |
| 3Y | +88.1% | +46.3% | +41.8% | +57.4% |
| 5Y | +19.7% | -24.6% | +44.4% | +19.8% |
| All | +19.7% | -25.4% | +45.2% | +19.8% |
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 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