-36.8%
BAX vs SWK
+29.6%
-66.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +12.1% | +11.0% | +1.1% | +8.1% |
| 30D | +7.6% | +30.1% | -22.5% | -1.7% |
| 3M | -4.5% | +14.7% | -19.1% | -9.1% |
| 6M | +52.0% | +44.5% | +7.5% | +33.9% |
| YTD | +35.1% | +59.4% | -24.2% | +15.1% |
| 1Y | +43.7% | +77.5% | -33.8% | +18.2% |
| 3Y | -20.9% | +49.5% | -70.4% | -33.1% |
| 5Y | -63.5% | -24.9% | -38.7% | -64.0% |
| All | -36.8% | +29.6% | -66.4% | -48.0% |
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 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