-37.2%
BAX vs SWK
+30.0%
-67.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.3% |
| 7D | +9.1% | +11.3% | -2.1% | +5.2% |
| 30D | +5.3% | +28.1% | -22.8% | -3.3% |
| 3M | -6.1% | +12.6% | -18.7% | -10.1% |
| 6M | +53.3% | +51.7% | +1.6% | +32.9% |
| YTD | +34.4% | +60.0% | -25.6% | +14.4% |
| 1Y | +43.2% | +72.7% | -29.5% | +18.7% |
| 3Y | -20.1% | +46.3% | -66.4% | -32.1% |
| 5Y | -63.7% | -24.6% | -39.1% | -64.2% |
| All | -37.2% | +30.0% | -67.2% | -48.4% |
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